Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances

DOI10.1007/s11118-017-9665-3zbMath1426.60083OpenAlexW2770030679WikidataQ115602908 ScholiaQ115602908MaRDI QIDQ1787161

Jinying Tong, Xinghu Jin, Zhen Zhong Zhang

Publication date: 4 October 2018

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-017-9665-3

zbMATH Keywords

M-matrixcoupling methodWasserstein distanceMarkovian switchingexponential ergodicitysymmetric \(\alpha\)-stable process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stable stochastic processes (60G52) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items

Ergodicity for population dynamics driven by stable processes with Markovian switching, Ergodicity of CIR type SDEs driven by stable processes with random switching, Exponential ergodicity for stochastic functional differential equations with Markovian switching, Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Ergodicity for time-changed symmetric stable processes
• Criteria for ergodicity of Lévy type operators in dimension one
• Hybrid switching diffusions. Properties and applications
• Some remarks and examples concerning the transience and recurrence of random diffusions
• Stability of stochastic differential equations with Markovian switching
• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
• Long-time behavior of stable-like processes
• On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
• Exponential ergodicity and strong ergodicity for SDEs driven by symmetric \(\alpha \)-stable processes
• Exponential ergodicity for Markov processes with random switching
• Stability of regime-switching diffusions
• Successful couplings for diffusion processes with state-dependent switching
• Ergodicity of regime-switching diffusions in Wasserstein distances
• Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
• Lévy Processes and Stochastic Calculus
• Optimal markovian couplings and applications
• Stochastic Differential Equations with Markovian Switching
• Optimal Transport