Article ID Journal Published Year Pages File Type
1151465 Statistics & Probability Letters 2016 8 Pages PDF
Abstract
In the paper, a sufficient condition for the algebraic ergodicity for stochastic differential equations driven by Lévy processes is presented. The method is based on direct evaluations of the algebraic moment for the hitting time to some set.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Algebraic ergodicity for SDEs driven by Lévy processes
Authors
,