3 papers
math.PR2026
Invariant Measures of Lévy-driven Stochastic Differential Equations
V. Knopova, Y. Mokanu, R. L. Schilling
We study the structure and regularity of (infinitesimally) invariant measures of the solutions to stochastic differential equations , where $(Z_t)_{t\geq…
math.PR2025
On ergodic property of some Lévy-type processes in
Yana Mokanu
In this paper, we investigate the ergodicity in total variation of the process related to some integro-differential operator with unbounded coefficients and describe the spee…
math.PR2025
On ergodic property of the solution to a Lévy-driven SDE
Victoria Knopova, Yana Mokanu
In this paper, we investigate ergodicity in total variation of the process , related to a Lévy-driven stochastic differential equation with unbounded coefficients, and descri…