论文标题
关于扩散过程的子几何达丝
On Sub-Geometric Ergodicity of Diffusion Processes
论文作者
论文摘要
在本文中，我们讨论了通过ITô随机微分方程给出的扩散过程的刻薄性。我们确定有关相对于总变异距离的相应半群的次几何成型的条件。我们还证明了在一类瓦斯坦的距离下，半几何的合同性和成真。最后，我们讨论了两类Markov过程的子几何成绩。
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 coefficients which result in sub-geometric ergodicity of the corresponding semigroup with respect to the total variation distance. We also prove sub-geometric contractivity and ergodicity of the semigroup under a class of Wasserstein distances. Finally, we discuss sub-geometric ergodicity of two classes of Markov processes with jumps.
