Algebraic ergodicity for SDEs driven by Lévy processes

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• 作者：Yan-Hong Song ^{songyh@znufe.edu.cn" class="auth_mail" title="E-mail the corresponding author}
• 关键词：60H10 ; 60J75 ; 37A25
• 刊名：Statistics & Probability Letters
• 出版年：2016
• 出版时间：December 2016
• 年：2016
• 卷：119
• 期：Complete
• 页码：108-115
• 全文大小：426 K

文摘

In the paper, a sufficient condition for the algebraic ergodicity for stochastic differential equations driven by Lévy processes is presented. The method is based on direct evaluations of the algebraic moment for the hitting time to some set.