On subgeometric ergodicity of regime-switching diffusion processes (Q2085169)

The paper is devoted to subgeometric ergodicity of a class of regime-switching two-component diffusion processes with possibly singular diffusion coefficient. The first (continuous-state) component is given by a stochastic differential equation that involves the second component, and the second (regime switching) component is a right-continuous temporally-homogeneous Markov chain with finite state space. The authors 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 is again discussed, but with respect to Wasserstein distances, of a class of regime-switching diffusions with jumps and a class of regime-switching Markov processes obtained through the Bochner's subordination.