On sub-geometric ergodicity of diffusion processes
From MaRDI portal
Publication:2214251
DOI10.3150/20-BEJ1242zbMath1475.60149arXiv2006.01567OpenAlexW3033447336MaRDI QIDQ2214251
Publication date: 7 December 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.01567
diffusion processWasserstein distancetotal variation distanceasymptotic flatnesssub-geometric ergodicity
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
- Reflection couplings and contraction rates for diffusions
- Subgeometric rates of convergence in Wasserstein distance for Markov chains
- Subgeometric ergodicity of strong Markov processes
- The symbol associated with the solution of a stochastic differential equation
- Reflection coupling and Wasserstein contractivity without convexity
- Coupling for Ornstein-Uhlenbeck processes with jumps
- Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
- Criteria for ergodicity of Lévy type operators in dimension one
- Erratum to: On the existence of smooth densities for jump processes
- Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
- Exponential ergodicity of the solutions to SDE's with a jump noise
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
- The Malliavin calculus for pure jump processes and applications to local time
- Criteria for recurrence and existence of invariant measures for multidimensional diffusions
- On polynomial mixing bounds for stochastic differential equations
- Topological conditions enabling use of Harris methods in discrete and continuous time
- Stability for multidimensional jump-diffusion processes
- Explicit bounds of the first eigenvalue.
- Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
- Ergodic properties of generalized Ornstein-Uhlenbeck processes
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- Practical drift conditions for subgeometric rates of convergence.
- Exponential and uniform ergodicity of Markov processes
- On the existence of smooth densities for jump processes
- A concise course on stochastic partial differential equations
- Ergodic behavior of Markov processes. With applications to limit theorems
- A note on the Birkhoff ergodic theorem
- Transition density estimates for a class of Lévy and Lévy-type processes
- Subgeometric rates of convergence of Markov processes in the Wasserstein metric
- Polynomial ergodicity of Markov transition kernels.
- On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations
- Long-time behavior for a class of Feller processes
- Exponential convergence in Lp-Wasserstein distance for diffusion processes without uniformly dissipative drift
- Ergodicity of Lévy-Type Processes
- Transport inequalities, gradient estimates, entropy and Ricci curvature
- Stability of Markovian processes II: continuous-time processes and sampled chains
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Markov Chains and Stochastic Stability
- [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
- Subgeometric Rates of Convergence of f-Ergodic Markov Chains
- Symmetric Stable Laws and Stable-Like Jump-Diffusions
- Markov Chains
- Eigenvalues, Inequalities, and Ergodic Theory
- Strong feller property and irreducibility of diffusions with jumps
- Stochastic Calculus
- A note on the existence of transition probability densities of Lévy processes
- A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift
- Subgeometric rates of convergence for Markov processes under subordination - Correction
- Subgeometric rates of convergence for Markov processes under subordination
- Optimal Transport
- Bernstein functions. Theory and applications
- Density estimate in small time for jump processes with singular Lévy measures
