On ergodic property of the solution to a Lévy-driven SDE
Victoria Knopova, Yana Mokanu
公開日: 2024/9/3
Abstract
In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant measure. Some examples are provided.