On subgeometric ergodicity of regime-switching diffusion processes

被引：2
|
作者：
Lazic, Petra [1 ]
Sandric, Nikola [1 ]
机构：
[1] Univ Zagreb, Dept Math, Zagreb, Croatia
来源：
NONLINEAR ANALYSIS-HYBRID SYSTEMS | 2022年 / 46卷
关键词：
Regime-switching diffusion process; Subgeometric ergodicity; Total variation distance; Wasserstein distance; EXPONENTIAL ERGODICITY; MARKOVIAN PROCESSES; CONVERGENCE; TRANSIENCE; RECURRENCE; STABILITY; CRITERIA; RATES;
D O I：
10.1016/j.nahs.2022.101262
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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. (c) 2022 Elsevier Ltd. All rights reserved.
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页数：24
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