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izvor podataka: crosbi

Ergodicity of Diffusion Processes (CROSBI ID 699035)

Neobjavljeno sudjelovanje sa skupa | neobjavljeni prilog sa skupa

Lazić, Petra ; Sandrić Nikola Ergodicity of Diffusion Processes // 6th Fractional Calculus, Probability and Non-local Operators: Applications and Recent Developments Bilbao, Španjolska, 26.09.2018-28.09.2018

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

Povezanost rada

Matematika