Exponential and strong ergodicity for one-dimensional symmetric stable jump diffusions

DOI10.3150/22-BEJ1469arXiv2104.07947MaRDI QIDQ6365432

Tao Wang

Publication date: 16 April 2021

Abstract: We obtain explicit criteria for both exponential ergodicity and strong ergodicity for one-dimensional time-changed symmetric stable processes with $alphain(1,2)$. Explicit lower bounds for ergodic convergence rates are given.

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stable stochastic processes (60G52)

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