Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Lévy Langevin Monte Carlo

Cites Work

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