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arXiv:1205.4510 [math.PR]AbstractReferencesReviewsResources

On the exponential ergodicity for Lévy driven Ornstein-Uhlenbeck processes

Jian Wang

Published 2012-05-21Version 1

Based on the explicit coupling property, the ergodicity and the exponential ergodicity of L\'{e}vy driven Ornstein-Uhlenbeck processes are established.

Comments: 20 pages
Categories: math.PR
Subjects: 60H10, 60J75, 60G51
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