Exponential ergodicity for SDEs and McKean-Vlasov processes with Levy noise

Liang, MJ; Majka, MB; Wang, J

Liang, MJ (corresponding author), Sanming Univ, Coll Informat Engn, Sanming 365004, Peoples R China.

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021; 57 (3): 1665

Abstract

We study exponential ergodicity of a broad class of stochastic processes whose dynamics are governed by pure jump Levy noise. In the first part of the......

Full Text Link