scientific article; zbMATH DE number 1052809

MaRDI QIDQ4351047zbMATH OpenFDO

Authors O. Stramer, R. L. Tweedie

Publication date 1997

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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• Consistency of Bayesian nonparametric inference for discretely observed jump diffusions
• Subexponential upper and lower bounds in Wasserstein distance for Markov processes
• Ergodicity of Lévy-type processes
• Ergodic property of stable-like Markov chains
• A note on weak solutions to stochastic differential equations.
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• Exploratory HJB equations and their convergence
• Analytic theory of Itô-stochastic differential equations with non-smooth coefficients
• An overshoot approach to recurrence and transience of Markov processes
• Strong invariance principles for ergodic Markov processes
• Stochastic distribution synchronization and pinning control for complex heterogeneous dynamical networks
• Long time behavior of general Markov additive processes
• A note on the uniform ergodicity of diffusion processes
• On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
• Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes
• Ergodicity and exponential -mixing bounds for multidimensional diffusions with jumps
• On recurrence and transience of two-dimensional Lévy and Lévy-type processes

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