On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes
DOI10.1017/jpr.2021.48zbMath1486.60101OpenAlexW4211080549WikidataQ115563643 ScholiaQ115563643MaRDI QIDQ5067217
Publication date: 1 April 2022
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2021.48
irreducibilityexponential ergodicityregime-switching jump diffusion\(\varphi\)-irreducibilityFoster-Lyapunov function
Continuous-time Markov processes on general state spaces (60J25) Ergodicity, mixing, rates of mixing (37A25) Diffusion processes (60J60) Jump processes on general state spaces (60J76) Feller processes (60G53)
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