论文标题

关于政权开关扩散过程的子几何术语

On subgeometric ergodicity of regime-switching diffusion processes

论文作者

Lazić, Petra, Sandrić, Nikola

论文摘要

在本文中,我们讨论了一类制度开关扩散过程的子几何成长。我们在漂移和扩散系数上得出条件,以及相对于总变化距离以及一类Wasserstein距离,导致相应半群的次几何成分的开关机制。最后,还讨论了某些类别的行程Markov进程的子几何成绩。

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.

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