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arXiv · 1912.09108

Lyapunov-type Conditions for Non-strong Ergodicity of Markov Processes

Yong-Hua Mao·Tao Wang
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Abstract

We present Lyapunov-type conditions for non-strong ergodicity of Markov processes. Some concrete models are discussed including diffusion processes on Riemannian manifolds and Ornstein-Uhlenbeck processes driven by symmetric $\alpha$-stable processes. For SDE driven by $\alpha$-stable process ($\alpha\in (0,2]$) with polynomial drift, the strong ergodicity or not is independent on $\alpha$.

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Yong-Hua Mao, Tao Wang. 2019-12-19. Lyapunov-type Conditions for Non-strong Ergodicity of Markov Processes. https://arxiv.org/abs/1912.09108

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