Criteria for ergodicity of Lévy type operators in dimension one
By Jian Wang. 2008
49 citations recorded by the source corpus.
Some sufficient conditions for the recurrence, the positive recurrence and the exponential ergodicity of one-dimensional Levy type operators are presented. The conditions are classified according to different conditions on the ranges and integrability of the Levy measure, based on the drift inequalities for the extended generator, and on a comparison with diffusion operators. A number of examples are illustrated, including the fractional Laplacian operator and the Ornstein-Uhlenbeck type operator.
Subfields: Applied Mathematics, Mathematical Physics, Numerical Analysis
View Paper: https://www.semanticscholar.org/paper/9a0af3cf159c18511203db753a483fde8330f5ee
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In Applied Mathematics
In Mathematical Physics
In Numerical Analysis
Citations in the corpus
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (2013, background): “We refer to Kulik [19, 20], Maruyama and Tanaka [26], Menaldi and Robin [33], Meyn and Tweedie [34] and Wang [45] as well as Masuda [28, 29] for some general results concerning the (exponential) ergodicity.”