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Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances
Journal article
Tong, Jinying, Jin, Xinghu, Zhang, Zhenzhong. Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances[J]. POTENTIAL ANALYSIS, 2018, 49(4), 503-526.
Authors:
Tong, Jinying
;
Jin, Xinghu
;
Zhang, Zhenzhong
Favorite
|
TC[WOS]:
6
TC[Scopus]:
6
IF:
1.0
/
1.0
|
Submit date：2018/10/30
Exponential Ergodicity
Symmetric -stable Process
Markovian Switching
M-matrix
Wasserstein Distance
Coupling Method
Estimating the jump activity index under noisy observations using high frequency data
Journal article
Jing, B.Y., Kong, X.B., Liu, Z.. Estimating the jump activity index under noisy observations using high frequency data[J]. Journal of American Statistical Association, 2011, 558-568.
Authors:
Jing, B.Y.
;
Kong, X.B.
;
Liu, Z.
Favorite
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TC[WOS]:
19
TC[Scopus]:
20
IF:
3.0
/
4.9
|
Submit date：2022/07/27
Microstructure Noise
Symmetric Stable Levy Process.
