UM
Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances
Tong, Jinying; Jin, Xinghu; Zhang, Zhenzhong
2018-11
Source PublicationPOTENTIAL ANALYSIS
ISSN0926-2601
Volume49Issue:4Pages:503-526
AbstractIn this paper, we consider the ergodicity for stochastic differential equations driven by symmetric -stable processes with Markovian switching in Wasserstein distances. Some sufficient conditions for the exponential ergodicity are presented by using the theory of M-matrix, coupling method and Lyapunov function method. As applications, the Ornstein-Uhlenbeck type process and some other processes driven by symmetric -stable processes with Markovian switching are presented to illustrate our results. In addition, under some conditions, an explicit expression of the invariant measure for Ornstein-Uhlenbeck process is given.
KeywordExponential ergodicity Symmetric -stable process Markovian switching M-matrix Wasserstein distance Coupling method
DOI10.1007/s11118-017-9665-3
URLView the original
Indexed BySCI
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics
WOS IDWOS:000446035000001
PublisherSPRINGER
The Source to ArticleWOS
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Cited Times [WOS]:2   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionUniversity of Macau
Recommended Citation
GB/T 7714
Tong, Jinying,Jin, Xinghu,Zhang, Zhenzhong. Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances[J]. POTENTIAL ANALYSIS,2018,49(4):503-526.
APA Tong, Jinying,Jin, Xinghu,&Zhang, Zhenzhong.(2018).Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances.POTENTIAL ANALYSIS,49(4),503-526.
MLA Tong, Jinying,et al."Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances".POTENTIAL ANALYSIS 49.4(2018):503-526.
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