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ABSTRACT In this paper, we focus on ergodicity and transience of SDEs driven by symmetric -stable processes ( ) with Markovian switching. Some sufficient conditions for ergodicity of several classes… Click to show full abstract
ABSTRACT In this paper, we focus on ergodicity and transience of SDEs driven by symmetric -stable processes ( ) with Markovian switching. Some sufficient conditions for ergodicity of several classes of stable processes with Markovian switching are given. Furthermore, an almost necessary and sufficient condition for ergodicity of Ornstein–Uhlenbeck type driven by symmetric -stable processes with Markovian switching is presented. As applications, some examples are provided to illustrate our results.
Keywords:
processes markovian;
transience sdes;
stable processes;
markovian switching;
ergodicity transience
Journal Title: Applicable Analysis
Year Published: 2018
Link to full text (if available)
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Journal Title: Applicable Analysis
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!