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arXiv:2104.07947 [math.PR]AbstractReferencesReviewsResources

Ergodicity and Convergence Rates for Stable Jump Diffusions

Tao Wang

Published 2021-04-16Version 1

We obtain criteria for exponential ergodicity and strong ergodicity of one-dimensional symmetric $\alpha$-stable jump diffusions, where $\alpha\in(1,2)$. Explicit lower bounds for the ergodic convergence rates are given based on the Green functions.

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