Subgeometric rates of convergence for Markov processes under subordination
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Publication:5233163
DOI10.1017/apr.2016.83zbMath1425.60064arXiv1511.01264OpenAlexW2185051599MaRDI QIDQ5233163
Yan-Hong Song, Chang Song Deng, Rene L. Schilling
Publication date: 16 September 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.01264
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)
Related Items (12)
Smoothing effect and derivative formulas for Ornstein-Uhlenbeck processes driven by subordinated cylindrical Brownian noises ⋮ Singular integrals of subordinators with applications to structural properties of SPDEs ⋮ Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ Bochner's subordination and fractional caloric smoothing in Besov and Triebel–Lizorkin spaces ⋮ Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian ⋮ Hoeffding's inequality for non-irreducible Markov models ⋮ Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme ⋮ On sub-geometric ergodicity of diffusion processes ⋮ Weak Poincaré inequalities for convergence rate of degenerate diffusion processes ⋮ Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination ⋮ On subgeometric ergodicity of regime-switching diffusion processes ⋮ Convolution inequalities for Besov and Triebel–Lizorkin spaces, and applications to convolution semigroups
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