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Pregled bibliografske jedinice broj: 1214626

On subgeometric ergodicity of regime-switching diffusion processes


Lazić, Petra; Sandrić, Nikola
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

Profili:

Avatar Url Petra Lazić (autor)

Avatar Url Nikola Sandrić (autor)

Poveznice na cjeloviti tekst rada:

doi arxiv.org www.sciencedirect.com

Citiraj ovu publikaciju:

Lazić, Petra; Sandrić, Nikola
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)
Lazić, P. & Sandrić, N. (2022) On subgeometric ergodicity of regime-switching diffusion processes. Nonlinear analysis-hybrid systems, 46, 101262, 30 doi:10.1016/j.nahs.2022.101262.
@article{article, author = {Lazi\'{c}, Petra and Sandri\'{c}, Nikola}, year = {2022}, pages = {30}, DOI = {10.1016/j.nahs.2022.101262}, chapter = {101262}, keywords = {subgeometric ergodicity, regime-switching diffusion processes, irreducibility, aperiodicity, total variation distance, Wasserstein distance}, journal = {Nonlinear analysis-hybrid systems}, doi = {10.1016/j.nahs.2022.101262}, volume = {46}, issn = {1751-570X}, title = {On subgeometric ergodicity of regime-switching diffusion processes}, keyword = {subgeometric ergodicity, regime-switching diffusion processes, irreducibility, aperiodicity, total variation distance, Wasserstein distance}, chapternumber = {101262} }
@article{article, author = {Lazi\'{c}, Petra and Sandri\'{c}, Nikola}, year = {2022}, pages = {30}, DOI = {10.1016/j.nahs.2022.101262}, chapter = {101262}, keywords = {subgeometric ergodicity, regime-switching diffusion processes, irreducibility, aperiodicity, total variation distance, Wasserstein distance}, journal = {Nonlinear analysis-hybrid systems}, doi = {10.1016/j.nahs.2022.101262}, volume = {46}, issn = {1751-570X}, title = {On subgeometric ergodicity of regime-switching diffusion processes}, keyword = {subgeometric ergodicity, regime-switching diffusion processes, irreducibility, aperiodicity, total variation distance, Wasserstein distance}, chapternumber = {101262} }

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


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