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arXiv · 1912.09108

Lyapunov-type Conditions for Non-strong Ergodicity of Markov Processes

Yong-Hua Mao·Tao Wang
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Abstract

We present Lyapunov-type conditions for non-strong ergodicity of Markov processes. Some concrete models are discussed including diffusion processes on Riemannian manifolds and Ornstein-Uhlenbeck processes driven by symmetric $α$-stable processes. For SDE driven by $α$-stable process ($α\in (0,2]$) with polynomial drift, the strong ergodicity or not is independent on $α$.

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Yong-Hua Mao, Tao Wang. 2020-04-17. Lyapunov-type Conditions for Non-strong Ergodicity of Markov Processes. https://arxiv.org/abs/1912.09108

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