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Pregled bibliografske jedinice broj: 1105829

Sub-geometric ergodicity of diffusion processes and Lévy-driven SDEs


Lazić, Petra; Sandrić, Nikola
Sub-geometric ergodicity of diffusion processes and Lévy-driven SDEs // 9th International Conference on Lévy Processes
Samos, Grčka, 2019. (poster, nije recenziran, neobjavljeni rad, znanstveni)


CROSBI ID: 1105829 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Sub-geometric ergodicity of diffusion processes and Lévy-driven SDEs

Autori
Lazić, Petra ; Sandrić, Nikola

Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, neobjavljeni rad, znanstveni

Skup
9th International Conference on Lévy Processes

Mjesto i datum
Samos, Grčka, 15.07.2019. - 19.07.2019

Vrsta sudjelovanja
Poster

Vrsta recenzije
Nije recenziran

Ključne riječi
ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, Lévy-driven SDEs

Sažetak
I will discuss ergodic properties of diffusion processes and diffusion processes with jumps, including a class of Lévy-driven SDEs. 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.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA


Projekti:
MZO-DAAD projekti 2019/2020 br.4 - Slučajna zamjena vremena i procesi sa skokovima (Sandrić, Nikola, MZO - Bilateralna suradnja Hrvatska - Njemačka DAAD 2019/2020) ( CroRIS)
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

Profili:

Avatar Url Petra Lazić (autor)

Avatar Url Nikola Sandrić (autor)

Citiraj ovu publikaciju:

Lazić, Petra; Sandrić, Nikola
Sub-geometric ergodicity of diffusion processes and Lévy-driven SDEs // 9th International Conference on Lévy Processes
Samos, Grčka, 2019. (poster, nije recenziran, neobjavljeni rad, znanstveni)
Lazić, P. & Sandrić, N. (2019) Sub-geometric ergodicity of diffusion processes and Lévy-driven SDEs. U: 9th International Conference on Lévy Processes.
@article{article, author = {Lazi\'{c}, Petra and Sandri\'{c}, Nikola}, year = {2019}, keywords = {ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, L\'{e}vy-driven SDEs}, title = {Sub-geometric ergodicity of diffusion processes and L\'{e}vy-driven SDEs}, keyword = {ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, L\'{e}vy-driven SDEs}, publisherplace = {Samos, Gr\v{c}ka} }
@article{article, author = {Lazi\'{c}, Petra and Sandri\'{c}, Nikola}, year = {2019}, keywords = {ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, L\'{e}vy-driven SDEs}, title = {Sub-geometric ergodicity of diffusion processes and L\'{e}vy-driven SDEs}, keyword = {ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, L\'{e}vy-driven SDEs}, publisherplace = {Samos, Gr\v{c}ka} }




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