On the exponential ergodicity for L\'{e}vy driven Ornstein-Uhlenbeck processes

Jian Wang

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arXiv · 1205.4510

On the exponential ergodicity for L\'{e}vy driven Ornstein-Uhlenbeck processes

Jian Wang

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Abstract

Based on the explicit coupling property, the ergodicity and the exponential ergodicity of L\'{e}vy driven Ornstein-Uhlenbeck processes are established.

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Jian Wang. 2012-05-21. On the exponential ergodicity for L\'{e}vy driven Ornstein-Uhlenbeck processes. https://arxiv.org/abs/1205.4510

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