scientific article; zbMATH DE number 1052809

zbMath1091.60508MaRDI QIDQ4351047

Richard L. Tweedie, Osnat Stramer

Publication date: 1997

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j7n3/j7n32/j7n32.htm

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zbMATH Keywords

Degenerate diffusion, exponential ergodicity, irreducible Markov process, multidimensional non-linear diffusions, recurrence, stationary measures, stochastic differential equations, transience.

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes ⋮ Exploratory HJB Equations and Their Convergence ⋮ Ergodic property of stable-like Markov chains ⋮ Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps ⋮ Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ Consistency of Bayesian nonparametric inference for discretely observed jump diffusions ⋮ Ergodicity of Lévy-Type Processes ⋮ On recurrence and transience of two-dimensional Lévy and Lévy-type processes ⋮ Strong invariance principles for ergodic Markov processes ⋮ On sub-geometric ergodicity of diffusion processes ⋮ An overshoot approach to recurrence and transience of Markov processes ⋮ Diffusion Models for Double-ended Queues with Renewal Arrival Processes ⋮ Exponential ergodicity and convergence for generalized reflected Brownian motion

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