Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes

DOI10.1007/S11118-020-09894-WMaRDI QIDQ2118844zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 23 March 2022

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11118-020-09894-w

zbMATH Keywords

empirical measuresHarnack inequalitieslarge deviation principleregime-switching

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Local time and additive functionals (60J55) Diffusion processes (60J60) Processes in random environments (60K37)

Recommendations

• Application of Harnack inequality to long time asymptotics of Markov processes
• Long time asymptotics of unbounded additive functionals of Markov processes
• Properties of switching jump diffusions: maximum principles and Harnack inequalities
• Harnack inequality for some classes of Markov processes
• Harnack inequalities in infinite dimensions

Cites work

• A Constructive Approach to a Class of Ergodic HJB Equations with Unbounded and Nonsmooth Cost
• Application of Harnack inequality to long time asymptotics of Markov processes
• Criteria for transience and recurrence of regime-switching diffusion processes
• Exponential decay of positivity preserving semigroups on \(L^p\)
• Harnack inequalities for stochastic partial differential equations
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
• Harnack principle for weakly coupled elliptic systems
• Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching
• scientific article; zbMATH DE number 3842535 (Why is no real title available?)
• scientific article; zbMATH DE number 194664 (Why is no real title available?)
• Hybrid switching diffusions. Properties and applications
• Integrability conditions for SDEs and semilinear SPDEs
• Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
• Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
• Long time asymptotics of unbounded additive functionals of Markov processes
• Long time behavior of diffusions with Markov switching
• Moderate deviations of dependent random variables related to CLT
• Stochastic Differential Equations with Markovian Switching
• Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
• Strong solutions of stochastic equations with singular time dependent drift
• Successful couplings for diffusion processes with state-dependent switching
• Tail of a linear diffusion with Markov switching
• Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments

Cited in

(3)

• Long time asymptotics of unbounded additive functionals of Markov processes
• Application of Harnack inequality to long time asymptotics of Markov processes
• Large deviation principle for two time-scale regime-switching processes

This page was built for publication: Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2118844)