Pregled bibliografske jedinice broj: 1105838
Ergodicity of Diffusion Processes
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)
CROSBI ID: 1105838 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
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