2 papers
math.PR2022
On subgeometric ergodicity of regime-switching diffusion processes
Petra Lazić, Nikola Sandrić
In this article, we discuss subgeometric ergodicity of a class of regime-switching diffusion processes. We derive conditions on the drift and diffusion coefficients, and the switch…
math.PR2020
On Sub-Geometric Ergodicity of Diffusion Processes
Petra Lazić, Nikola Sandrić
In this article, we discuss ergodicity properties of a diffusion process given through an Itô stochastic differential equation. We identify conditions on the drift and diffusion co…