engleski

Sub-geometric ergodicity of diffusion processes and Lévy-driven SDEs

I will discuss ergodic properties of diffusion processes and diffusion processes with jumps, including a class of Lévy-driven SDEs. The focus will be on identifying sharp conditions (in terms of the coefficients of the process) that ensure the sub-geometric convergence of the marginals of the process to the corresponding stationary distribution with respect to both the total variation distance and a class of Wasserstein distances.

ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, Lévy-driven SDEs

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