Exponential ergodicity for regime-switching diffusion processes in total variation norm

DOI10.3934/dcdsb.2021309zbMath1498.60328OpenAlexW4205547590WikidataQ115483613 ScholiaQ115483613MaRDI QIDQ2169043

Jun Li, Fu-bao Xi

Publication date: 29 August 2022

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2021309

zbMATH Keywords

\(M\)-matrixtotal variation normPerron-Frobenius theoremexponential ergodicityregime-switching diffusion process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Processes in random environments (60K37)

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