Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances

DOI10.1007/S11118-017-9665-3zbMath1426.60083OpenAlexW2770030679WikidataQ115602908 ScholiaQ115602908MaRDI QIDQ1787161

Jinying Tong, Xinghu Jin, Zhen Zhong Zhang

Publication date: 4 October 2018

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-017-9665-3

zbMATH Keywords

M-matrixcoupling methodWasserstein distanceMarkovian switchingexponential ergodicitysymmetric \(\alpha\)-stable process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stable stochastic processes (60G52) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (5)

Ergodicity for population dynamics driven by stable processes with Markovian switching ⋮ Ergodicity of CIR type SDEs driven by stable processes with random switching ⋮ Exponential ergodicity for stochastic functional differential equations with Markovian switching ⋮ The Euler-Maruyama approximation of state-dependent regime switching diffusions ⋮ Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula

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