Subexponential ergodicity of regime-switching diffusion processes
In this paper, we study a class of regime-switching diffusion processes in which the continuous part is the 解 of a stochastic differential equation and the discrete part is a pure jump process. Under suitable 条件, the open-set irreducibility and aperiodicity of regime-switching diffusion processes are considered. Then, based on these two properties, we prove that the probability transfer function of regime-switching diffusion processes converges to a unique invariant probability measure at subexponential rates. Finally, the exponential ergodicity of regime-switching diffusion processes is obtained by slightly modifying the 条件 of subexponential ergodicity.
Authors
- Jun Li
- Fubao Xi
Publication Details
- Journal
- Scientia Sinica Mathematica
- Published
- 2025-02-28
- DOI
- https://doi.org/10.1360/ssm-2024-0290
- Primary Topic
- stochastic dynamics and bifurcation
- Type
- article
- Field-Weighted Citation Impact
- 0.00