4 papers
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…
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…
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 describ…
On ergodic properties of some Levy-type processes
Victoria Knopova, Yana Mokanu
In this note we prove some sufficient conditions for ergodicity of a Levy-type process, such that on the test functions the generator of the respective semigroup is of the form $$…