On the exponential ergodicity for L\'{e}vy driven Ornstein-Uhlenbeck processes
Probability
2012-05-22 v1
Abstract
Based on the explicit coupling property, the ergodicity and the exponential ergodicity of L\'{e}vy driven Ornstein-Uhlenbeck processes are established.
Cite
@article{arxiv.1205.4510,
title = {On the exponential ergodicity for L\'{e}vy driven Ornstein-Uhlenbeck processes},
author = {Jian Wang},
journal= {arXiv preprint arXiv:1205.4510},
year = {2012}
}
Comments
20 pages