Ergodicity of Diffusion Processes (CROSBI ID 699035)
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Podaci o odgovornosti
Lazić, Petra ; Sandrić Nikola
engleski
Ergodicity of Diffusion Processes
In this talk, I will discuss ergodic properties of diffusion processes focusing on the rate of convergence of the marginals of the process to the invariant measure with respect to the total variation distance and Wasserstein distance. In particular, I will present sharp conditions in terms of the coefficients of the process (generator) ensuring sub-exponential rate of con- vergence. I will also discuss ergodic properties of a class of jump processes obtained through subordination of diffusion processes.
ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, Lévy-driven SDEs
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Podaci o prilogu
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Podaci o skupu
6th Fractional Calculus, Probability and Non-local Operators: Applications and Recent Developments
predavanje
26.09.2018-28.09.2018
Bilbao, Španjolska