EXPONENTIAL ERGODICITY FOR REGIME-SWITCHING DIFFUSION PROCESSES IN TOTAL VARIATION NORM

doi:10.3934/dcdsb.2021309

CORC > 兰州理工大学 > 兰州理工大学 > 理学院

	EXPONENTIAL ERGODICITY FOR REGIME-SWITCHING DIFFUSION PROCESSES IN TOTAL VARIATION NORM
	Li, Jun 1,2; Xi, Fubao 1
刊名	DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B
	2022
关键词	M-matrix Perron-Frobenius the-orem exponential ergodicity total variation norm Regime-switching diffusion process
ISSN号	1531-3492
DOI	10.3934/dcdsb.2021309
英文摘要	We investigate the long time behavior for a class of regime-switching diffusion processes. Based on direct evaluation of moments and exponential functionals of hitting time of the underlying process, we adopt coupling method to obtain existence and uniqueness of the invariant probability measure and establish explicit exponential bounds for the rate of convergence to the invari-ant probability measure in total variation norm. In addition, we provide some concrete examples to illustrate our main results which reveal impact of random switching on stochastic stability and convergence rate of the system.
WOS研究方向	Mathematics
语种	英语
出版者	AMER INST MATHEMATICAL SCIENCES-AIMS
WOS记录号	WOS:000741512800001
内容类型	期刊论文
源URL	[http://ir.lut.edu.cn/handle/2XXMBERH/154832]
专题	理学院
作者单位	1.Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China; 2.Lanzhou Univ Technol, Dept Appl Math, Lanzhou 730050, Gansu, Peoples R China
推荐引用方式 GB/T 7714	Li, Jun,Xi, Fubao. EXPONENTIAL ERGODICITY FOR REGIME-SWITCHING DIFFUSION PROCESSES IN TOTAL VARIATION NORM[J]. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B,2022.
APA	Li, Jun,&Xi, Fubao.(2022).EXPONENTIAL ERGODICITY FOR REGIME-SWITCHING DIFFUSION PROCESSES IN TOTAL VARIATION NORM.DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B.
MLA	Li, Jun,et al."EXPONENTIAL ERGODICITY FOR REGIME-SWITCHING DIFFUSION PROCESSES IN TOTAL VARIATION NORM".DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B (2022).