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arXiv · 2409.01720

On ergodic property of the solution to a L\'evy-driven SDE

Victoria Knopova·Yana Mokanu
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Abstract

In this paper, we investigate ergodicity in total variation of the process $X_t$, 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.

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Victoria Knopova, Yana Mokanu. 2024-09-03. On ergodic property of the solution to a L\'evy-driven SDE. https://arxiv.org/abs/2409.01720

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