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arXiv · 2204.04246

On subgeometric ergodicity of regime-switching diffusion processes

Petra Lazić·Nikola Sandrić
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Abstract

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 switching mechanism which result in subgeometric ergodicity of the corresponding semigroup with respect to the total variation distance as well as a class of Wasserstein distances. At the end, subgeometric ergodicity of certain classes of regime-switching Markov processes with jumps is also discussed.

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Petra Lazić, Nikola Sandrić. 2022-04-08. On subgeometric ergodicity of regime-switching diffusion processes. https://arxiv.org/abs/2204.04246

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