Exponential ergodicity of killed Lévy processes in a finite interval

DOI10.1214/ECP.v19-3006zbMath1312.60057OpenAlexW1998577834MaRDI QIDQ743386

Martin Kolb, Mladen Svetoslavov Savov

Publication date: 24 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ecp.v19-3006

zbMATH Keywords

Banach spacesLévy processesMarkov processesexponential ergodicity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35)

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