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<p>In this paper, we investigate ergodicity in total variation of the process X <sub>t</sub> , related to a Lévy driven - SDE with unbounded coefficients, and describe the speed of convergence to the respective invariant measure. Some examples are provided.</p>

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On Ergodic Property of the Solution to a Lévy-Driven Stochastic Differential Equation

  • 期刊论文

  • 发表日期：

    2025年11月28日

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  • V. Knopova,
  • Y. Mokanu

摘要

In this paper, we investigate ergodicity in total variation of the process X t , related to a Lévy driven - SDE with unbounded coefficients, and describe the speed of convergence to the respective invariant measure. Some examples are provided.