On subgeometric ergodicity of regime-switching diffusion processes (CROSBI ID 313988)
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Podaci o odgovornosti
Lazić, Petra ; Sandrić, Nikola
engleski
On subgeometric ergodicity of regime-switching diffusion processes
In this article, we discuss subgeometric ergodicity of a class of regime-switching diffusion processes. We derive conditions on the drift and diffusion coefficients, and the switching mechanism which result in subgeometric ergodicity of the corresponding semigroup with respect to the total variation distance as well as a class of Wasserstein distances. At the end, subgeometric ergodicity of certain classes of regime-switching Markov processes with jumps is also discussed.
subgeometric ergodicity, regime-switching diffusion processes, irreducibility, aperiodicity, total variation distance, Wasserstein distance
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Podaci o izdanju
46
2022.
101262
30
objavljeno
1751-570X
1878-7460
10.1016/j.nahs.2022.101262