ERGODICITY OF LEVY-TYPE PROCESSES

被引：8

作者：

Sandric, Nikola ^{[1
,2
]}

机构：

[1] Tech Univ Dresden, Fachrichtung Math, Inst Math Stochast, D-01062 Dresden, Germany

[2] Univ Zagreb, Fac Civil Engn, Dept Math, Zagreb 10000, Croatia

来源：

ESAIM-PROBABILITY AND STATISTICS | 2016年 / 20卷

关键词：

Ergodicity; exponential ergodicity; Levy-type process; polynomial ergodicity; recurrence; strong ergodicity; transience; STOCHASTIC DIFFERENTIAL-EQUATIONS; JUMP-DIFFUSION PROCESSES; ORNSTEIN-UHLENBECK TYPE; STRONG MARKOV-PROCESSES; STABLE-LIKE PROCESSES; MULTIDIMENSIONAL DIFFUSIONS; SUBGEOMETRIC RATES; FELLER PROCESSES; CONTINUOUS-TIME; MIXING BOUNDS;

D O I：

10.1051/ps/2016009

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, conditions for transience, recurrence, ergodicity and strong, subexponential (polynomial) and exponential ergodicity of a class of Feller processes are derived. The conditions are given in terms of the coefficients of the corresponding infinitesimal generator. As a consequence, mixing properties of these processes are also discussed.

引用

页码：154 / 177

页数：24

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