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On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes

Published online by Cambridge University Press:  30 January 2018

Jian Wang*
Affiliation:
Fujian Normal University
*
Postal address: School of Mathematics and Computer Science, Fujian Normal University, 350007, Fuzhou, P. R. China. Email address: jianwang@fjnu.edu.cn
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Abstract

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Based on the explicit coupling property, the ergodicity and the exponential ergodicity of Lévy-driven Ornstein–Uhlenbeck processes are established.

Type
Research Article
Copyright
© Applied Probability Trust 

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