Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line

zbMath1356.60122arXiv1509.01783MaRDI QIDQ2954459

Andrey Sarantsev

Publication date: 13 January 2017

Full work available at URL: https://arxiv.org/abs/1509.01783

zbMATH Keywords

Lyapunov functionexponential convergence rateuniform ergodicitystochastic dominationreflected Lévy processjump measuregap processcompeting Lévy particlesreflected jump-diffusionsstochastically ordered process

Mathematics Subject Classification ID

Related Items (11)

Weak convergence of obliquely reflected diffusions ⋮ Two-Sided Infinite Systems of Competing Brownian Particles ⋮ Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions ⋮ Sub-exponential rate of convergence to equilibrium for processes on the half-line ⋮ A note on jump Atlas models ⋮ Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes ⋮ Dynamic contagion in a banking system with births and defaults ⋮ Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment ⋮ Stationary distributions and convergence for Walsh diffusions ⋮ Exponential convergence rates for stochastically ordered Markov processes under perturbation ⋮ Birth and death processes in interactive random environments

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