On sub-geometric ergodicity of diffusion processes

DOI10.3150/20-BEJ1242zbMath1475.60149arXiv2006.01567OpenAlexW3033447336MaRDI QIDQ2214251

Petra Lazić, Nikola Sandrić

Publication date: 7 December 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.01567

zbMATH Keywords

diffusion processWasserstein distancetotal variation distanceasymptotic flatnesssub-geometric ergodicity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (3)

Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ Strong invariance principles for ergodic Markov processes ⋮ On subgeometric ergodicity of regime-switching diffusion processes

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