Pregled bibliografske jedinice broj: 1064798
On Sub-Geometric Ergodicity of Diffusion Processes
On Sub-Geometric Ergodicity of Diffusion Processes // Bernoulli, 27 (2021), 1; 348-380 doi:10.3150/20-BEJ1242 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 1064798 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On Sub-Geometric Ergodicity of Diffusion Processes
Autori
Lazić, Petra ; Sandrić, Nikola
Izvornik
Bernoulli (1350-7265) 27
(2021), 1;
348-380
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
asymptotic flatness, diffusion process, sub-geometric ergodicity, total variation distance, Wasserstein distance
Sažetak
In this article, we discuss ergodicity properties of a diffusion process given through an It\^{; ; ; ; o}; ; ; ; stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub- geometric ergodicity of the corresponding semigroup with respect to the total variation distance. We also prove sub-geometric contractivity and ergodicity of the semigroup under a class of Wasserstein distances. Finally, we discuss sub-geometric ergodicity of two classes of Markov processes with jumps.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-UIP-2017-05-8958 - Stohastička stabilnost i teorija potencijala Markovljevih procesa (SSPTMP) (Sandrić, Nikola, HRZZ - 2017-05) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
