Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708087 | Applied Mathematics Letters | 2013 | 5 Pages |
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
Jian Wang,