Ergodicity of supercritical SDEs driven by $\alpha$-stable processes and heavy-tailed sampling

Xiaolong Zhang, Xicheng Zhang

Let $\alpha \in (0,2)$ and $d\in \mathbb{N}$. Consider the following stochastic differential equation (SDE) driven by $\alpha$-stable process in ${\mathbb{R}}^d$: $$ dX_t=b(X_t)dt+σ(X_{t-})d L^α_…