On ergodic property of the solution to a L\'evy-driven SDE
Probability
2025-09-25 v2
Abstract
In this paper, we investigate ergodicity in total variation of the process , related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant measure. Some examples are provided.
Cite
@article{arxiv.2409.01720,
title = {On ergodic property of the solution to a L\'evy-driven SDE},
author = {Victoria Knopova and Yana Mokanu},
journal= {arXiv preprint arXiv:2409.01720},
year = {2025}
}