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Pregled bibliografske jedinice broj: 1105832

Sub-geometric Ergodicity of Diffusion Processes


Lazić, Petra; Sandrić, Nikola
Sub-geometric Ergodicity of Diffusion Processes // IRTG summer school on probability theory and stochastic dynamics
Bielefeld, Njemačka, 2019. (predavanje, nije recenziran, neobjavljeni rad, znanstveni)


CROSBI ID: 1105832 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Sub-geometric Ergodicity of Diffusion Processes

Autori
Lazić, Petra ; Sandrić, Nikola

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

Skup
IRTG summer school on probability theory and stochastic dynamics

Mjesto i datum
Bielefeld, Njemačka, 19.08.2019. - 23.08.2019

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Nije recenziran

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

Sažetak
In this talk, I will discuss ergodic properties of diffusion processes and diffusion processes with jumps. 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 // IRTG summer school on probability theory and stochastic dynamics
Bielefeld, Njemačka, 2019. (predavanje, nije recenziran, neobjavljeni rad, znanstveni)
Lazić, P. & Sandrić, N. (2019) Sub-geometric Ergodicity of Diffusion Processes. U: IRTG summer school on probability theory and stochastic dynamics.
@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}, keyword = {ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, L\'{e}vy-driven SDEs}, publisherplace = {Bielefeld, Njema\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}, keyword = {ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, L\'{e}vy-driven SDEs}, publisherplace = {Bielefeld, Njema\v{c}ka} }




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