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arxiv: 1205.4510 · v1 · pith:XOPKOSULnew · submitted 2012-05-21 · 🧮 math.PR

On the exponential ergodicity for L\'{e}vy driven Ornstein-Uhlenbeck processes

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keywords ergodicitydrivenexponentialornstein-uhlenbeckprocessescouplingestablishedexplicit
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Based on the explicit coupling property, the ergodicity and the exponential ergodicity of L\'{e}vy driven Ornstein-Uhlenbeck processes are established.

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