Ergodicity for time-changed symmetric stable processes

DOI10.1016/J.SPA.2014.04.003zbMATH Open1328.60191arXiv1312.5042OpenAlexW1981330865MaRDI QIDQ740185FDOQ740185

Jian Wang, Zhen-Qing Chen

Publication date: 2 September 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $alpha$-stable processes. For this purpose, explicit and sharp criteria for Poincar'{e} type inequalities (including Poincar'{e}, super Poincar'{e} and weak Poincar'{e} inequalities) of the corresponding non-local Dirichlet forms are derived. Moreover, our main results, when applied to a class of one-dimensional stochastic differential equations driven by symmetric $alpha$-stable processes, yield sharp criteria for their various ergodic properties and corresponding functional inequalities.

Full work available at URL: https://arxiv.org/abs/1312.5042

Recommendations

• Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes
• scientific article; zbMATH DE number 1788293
• Exponential ergodicity and strong ergodicity for SDEs driven by symmetric \(\alpha \)-stable processes
• Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one
• Functional inequalities for time-changed symmetric \(\alpha \)-stable processes

zbMATH Keywords

ergodicityMarkov jump processesstochastic differential equationsnon-local Dirichlet forms[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Poincar%EF%BF%BD%EF%BF%BD+type+inequalities&go=Go Poincar�� type inequalities]time-changed symmetric stable processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Title not available (Why is that?)
• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
• Title not available (Why is that?)
• Non-local Dirichlet forms and symmetric jump processes
• Title not available (Why is that?)
• Dirichlet forms and symmetric Markov processes.
• Heat kernel estimates for jump processes of mixed types on metric measure spaces
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Exponential and uniform ergodicity of Markov processes
• Functional inequalities for empty essential spectrum
• Entropies, convexity, and functional inequalities: on \(\Phi\)-entropies and \(\Phi\)-Sobolev inequalities
• Eigenvalues, Inequalities, and Ergodic Theory
• Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumps
• Long-time behavior of stable-like processes
• On hyperboundedness and spectrum of Markov operators
• Criteria of spectral gap for Markov operators
• On unique extension of time changed reflecting Brownian motions
• Weighted Poincaré inequalities for non-local Dirichlet forms
• The quasi-sure ratio ergodic theorem

Cited In (20)

• Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes
• Ergodicity of CIR type SDEs driven by stable processes with random switching
• Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes
• Evolution systems of probability measures for nonautonomous Klein-Gordon Itô equations on \(\mathbb{Z}^N\)
• Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes
• Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates
• Hölder continuity of semigroups for time changed symmetric stable processes
• Title not available (Why is that?)
• Large deviations for multi-scale jump-diffusion processes
• Compactness and density estimates for weighted fractional heat semigroups
• Functional inequalities for time-changed symmetric \(\alpha \)-stable processes
• Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise
• Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching
• Dirichlet eigenvalues and exit time moments for symmetric Markov processes
• Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes
• Ergodicity and transience of SDEs driven by -stable processes with Markovian switching
• Lyapunov-type conditions for non-strong ergodicity of Markov processes
• Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
• Approximation of stable law in Wasserstein-1 distance by Stein's method
• Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one

This page was built for publication: Ergodicity for time-changed symmetric stable processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q740185)