Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions

DOI10.1080/07362994.2014.917981zbMath1296.60201OpenAlexW2013841368MaRDI QIDQ2875525

Quanxin Zhu, Fu-bao Xi

Publication date: 8 August 2014

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

Full work available at URL: https://doi.org/10.1080/07362994.2014.917981

zbMATH Keywords

couplingexponential convergence rateMarkovian switchingjump diffusion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

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