engleski

Sub-geometric Ergodicity of Diffusion Processes

In this talk, I will discuss ergodic properties of diffusion processes and diffusion processes with jumps. 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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