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Showing 2014 · math.PRShow all
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math.PR2014
Harnack Inequality and Applications for Infinite-Dimensional GEM Processes
Shui Feng, Feng-Yu Wang
The dimension-free Harnack inequality and uniform heat kernel upper/lower bounds are derived for a class of infinite-dimensional GEM processes, which was introduced in \cite{FW} to…
math.PR2014
Approximation of Invariant Measures for Regime-Switching Diffusions
Jianhai Bao, Jinghai Shao, Chenggui Yuan
In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this pap…