A note on the uniform ergodicity of diffusion processes
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866916646973603840 |
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| author | Sandrić, Nikola |
| author_facet | Sandrić, Nikola |
| contents | In this note, we discuss the uniform ergodicity of a diffusion process given by an Itô stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity of the corresponding transition kernel with respect to the total variation distance. Applications of the obtained results to a class of subordinate diffusion processes are also presented. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_06111 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A note on the uniform ergodicity of diffusion processes Sandrić, Nikola Probability 60J25, 60J60, 60G17 In this note, we discuss the uniform ergodicity of a diffusion process given by an Itô stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity of the corresponding transition kernel with respect to the total variation distance. Applications of the obtained results to a class of subordinate diffusion processes are also presented. |
| title | A note on the uniform ergodicity of diffusion processes |
| topic | Probability 60J25, 60J60, 60G17 |
| url | https://arxiv.org/abs/2503.06111 |