On subgeometric ergodicity of regime-switching diffusion processes
Probability
2022-04-12 v1
Abstract
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.
Cite
@article{arxiv.2204.04246,
title = {On subgeometric ergodicity of regime-switching diffusion processes},
author = {Petra Lazić and Nikola Sandrić},
journal= {arXiv preprint arXiv:2204.04246},
year = {2022}
}
Comments
arXiv admin note: text overlap with arXiv:2006.01567