کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7550538 1489929 2017 43 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
چکیده انگلیسی
We present a novel idea for a coupling of solutions of stochastic differential equations driven by Lévy noise, inspired by some results from the optimal transportation theory. Then we use this coupling to obtain exponential contractivity of the semigroups associated with these solutions with respect to an appropriately chosen Kantorovich distance. As a corollary, we obtain exponential convergence rates in the total variation and standard L1-Wasserstein distances.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 127, Issue 12, December 2017, Pages 4083-4125
نویسندگان
,