在假定Levy过程可表示成相互独立从属布朗运动和某个Levy过程相加的条件下,我们得到该可加Levy噪声驱动的随机微分方程的强Feller性与指数遍历性.
We study the strong Feller property and the exponential ergodicity for stochastic differential equations with additive pure jump Levy process, by assuming that the driving Levy process has subordinated Brownian motion as a component.