Related papers: Ergodicity for regime-switching neutral stochastic…
This work focuses on a class of semi-linear functional stochastic partial differential equations with Markovian switching, in which the switching component may have finite or countably infinite states. The well-posedness of the underlying…
In this work, neutral stochastic functional differential equations with infinite delay (NSFDEwID) has been studied. The existence and uniqueness of solutions to NSFDEwID at the state space $ C_{r} $ under the local weak monotone condition,…
This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…
To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein…
Under Lyapunov and monotone conditions, the exponential ergodicity in the induced Wasserstein quasi-distance is proved for a class of fully non-dissipative McKean-Vlasov SDEs, which strengthen some recent results established under…
In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the forces are not of gradient type and the invariant measure…
In this paper, we investigate stability in distribution of neutral stochastic functional differential equations with infinite delay (NSFDEwID) at the state space \begin{equation*} C_{r}=\{{\varphi\in…
In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov…
In this work, we study ergodicity of continuous time Markov processes on state space $\mathbb{R}_{\geq 0} := [0,\infty)$ obtained as unique strong solutions to stochastic equations with jumps. Our first main result establishes exponential…
Based on the theory of M-matrix and Perron-Frobenius theorem, we provide some criteria to justify the convergence of the regime-switching diffusion processes in Wasserstein distances. The cost function we used to define the Wasserstein…
This work focuses on a class of stochastic damping Hamiltonian systems with state-dependent switching, where the switching process has a countably infinite state space. After establishing the existence and uniqueness of a global weak…
As extensions to the corresponding results derived for time homogeneous McKean- Vlasov SDEs, the exponential ergodicity is proved for time-periodic distribution dependent SDEs in three different situations: 1) in the quadratic Wasserstein…
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…
Being concerned with ergodicity of McKean--Vlasov SDEs, we establish a general result on exponential ergodicity in the $L^1$-Wasserstein distance. The result is successfully applied to non-degenerate and multiplicative Brownian motion…
This work focuses on a class of stochastic Hamiltonian type jump diffusion systems with state-dependent switching, in which the switching component has countably infinite many states. First,the existence and uniqueness of the underlying…
In this paper, the weak Harris theorem developed in \cite{HMS11} is illustrated by using a straightforward Wasserstein coupling, which implies the exponential ergodicity of the functional solutions to a range of neutral type SDEs with…
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…
This work is devoted to the study of conservative affine processes on the canonical state space $D = $R_+^m \times \R^n$, where $m + n > 0$. We show that each affine process can be obtained as the pathwise unique strong solution to a…
We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd \times E where E is a finite set. The continuous component evolves according to a smooth vector field that…
We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations.