On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes
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DOI: 10.1017/jpr.2021.48
Abstract: Abstract This paper is devoted to the study of regime-switching jump diffusion processes with countable regimes. It aims to establish Foster–Lyapunov-type criteria for exponential ergodicity of such processes. After recalling results concerning the petiteness of… read more here.
Keywords: jump diffusion; foster lyapunov; diffusion processes; switching jump ... See more keywords
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions
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DOI: 10.3150/22-bej1548
Abstract: In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov processes while is… read more here.
Keywords: damping hamiltonian; dynamics state; ergodicity; non local ... See more keywords