Pregled bibliografske jedinice broj: 1214626
On subgeometric ergodicity of regime-switching diffusion processes
On subgeometric ergodicity of regime-switching diffusion processes // Nonlinear analysis-hybrid systems, 46 (2022), 101262, 30 doi:10.1016/j.nahs.2022.101262 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 1214626 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On subgeometric ergodicity of regime-switching
diffusion processes
Autori
Lazić, Petra ; Sandrić, Nikola
Izvornik
Nonlinear analysis-hybrid systems (1751-570X) 46
(2022);
101262, 30
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
subgeometric ergodicity, regime-switching diffusion processes, irreducibility, aperiodicity, total variation distance, Wasserstein distance
Sažetak
In this article, we discuss subgeometric ergodicity of a class of regime-switching diffusion processes. We derive conditions on the drift and diffusion coefficients, and the switching mechanism which result in subgeometric ergodicity of the corresponding semigroup with respect to the total variation distance as well as a class of Wasserstein distances. At the end, subgeometric ergodicity of certain classes of regime-switching Markov processes with jumps is also discussed.
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)
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)
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
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts