Article ID Journal Published Year Pages File Type
1708087 Applied Mathematics Letters 2013 5 Pages PDF
Abstract

In this work, we present sufficient conditions for the exponential ergodicity and the strong ergodicity for stochastic differential equations driven by symmetric αα-stable processes. To our knowledge this is the first result about the strong ergodicity for Lévy jump processes.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Authors
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