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Pregled bibliografske jedinice broj: 1105838

Ergodicity of Diffusion Processes


Lazić, Petra; Sandrić Nikola
Ergodicity of Diffusion Processes // 6th Fractional Calculus, Probability and Non-local Operators: Applications and Recent Developments
Bilbao, Španjolska, 2018. (predavanje, nije recenziran, neobjavljeni rad, znanstveni)


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Naslov
Ergodicity of Diffusion Processes

Autori
Lazić, Petra ; Sandrić Nikola

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

Skup
6th Fractional Calculus, Probability and Non-local Operators: Applications and Recent Developments

Mjesto i datum
Bilbao, Španjolska, 26.09.2018. - 28.09.2018

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 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.

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
Ergodicity of Diffusion Processes // 6th Fractional Calculus, Probability and Non-local Operators: Applications and Recent Developments
Bilbao, Španjolska, 2018. (predavanje, nije recenziran, neobjavljeni rad, znanstveni)
Lazić, P. & Sandrić Nikola (2018) Ergodicity of Diffusion Processes. U: 6th Fractional Calculus, Probability and Non-local Operators: Applications and Recent Developments.
@article{article, author = {Lazi\'{c}, Petra}, year = {2018}, keywords = {ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, L\'{e}vy-driven SDEs}, title = {Ergodicity of Diffusion Processes}, keyword = {ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, L\'{e}vy-driven SDEs}, publisherplace = {Bilbao, \v{S}panjolska} }
@article{article, author = {Lazi\'{c}, Petra}, year = {2018}, keywords = {ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, L\'{e}vy-driven SDEs}, title = {Ergodicity of Diffusion Processes}, keyword = {ergodicity, sub-geometric rate, diffuson process, total variation, Wasserstein distance, L\'{e}vy-driven SDEs}, publisherplace = {Bilbao, \v{S}panjolska} }




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