Exponential and strong ergodicity for one-dimensional symmetric stable jump diffusions
Probability
2021-12-06 v5
Abstract
We obtain explicit criteria for both exponential ergodicity and strong ergodicity for one-dimensional time-changed symmetric stable processes with . Explicit lower bounds for ergodic convergence rates are given.
Cite
@article{arxiv.2104.07947,
title = {Exponential and strong ergodicity for one-dimensional symmetric stable jump diffusions},
author = {Tao Wang},
journal= {arXiv preprint arXiv:2104.07947},
year = {2021}
}
Comments
16pages