  We investigate ergodic properties of generalized Ornstein--Uhlenbeck
processes. In particular, we provide sufficient conditions for ergodicity, and
for subexponential and exponential convergence to the invariant probability
measure. We use the Foster--Lyapunov method. The drift conditions are obtained
using the explicit form of the generator of the continuous process. In some
special cases the optimality of our results can be shown.
