Rate of estimation for the stationary distribution of jump- processes over anisotropic Holder classes
We consider the solution $X = (X_t)_{t\geq 0}$ of a multivariate stochastic differential equation with Levy-type jumps and with unique invariant probability measure with density $\pi$. We assume that a continuous record of observations $X_T=(X_t )_{0\leq t\leq T}$ is available.