On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching

DOI10.1016/J.JDE.2021.03.041zbMath1476.60142arXiv2005.10730OpenAlexW3145376249MaRDI QIDQ2020142

Chao Zhu, Fuke Wu, Fu-bao Xi

Publication date: 23 April 2021

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.10730

zbMATH Keywords

large deviation principlemartingale problemregime-switchingexponential ergodicitystrong Feller propertystochastic Hamiltonian system

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Diffusion processes (60J60) Large deviations (60F10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Strong convergence rate for slow-fast stochastic differential equations with Markovian switching

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