Paper Search Console

Home Search Page About Contact

Journal Title

Title of Journal: Potential Anal

Search In Journal Title:

Abbravation: Potential Analysis

Search In Journal Abbravation:

Publisher

Springer Netherlands

Search In Publisher:

DOI

10.1002/open.201402172

Search In DOI:

ISSN

1572-929X

Search In ISSN:
Search In Title Of Papers:

Approximation of Invariant Measures for Regimeswi

Authors: Jianhai Bao Jinghai Shao Chenggui Yuan
Publish Date: 2015/12/16
Volume: 44, Issue: 4, Pages: 707-727
PDF Link

Abstract

In this paper we are concerned with longtime behavior of EulerMaruyama schemes associated with regimeswitching diffusion processes The key contributions of this paper lie in that existence and uniqueness of numerical invariant measures are addressed i for regimeswitching diffusion processes with finite state spaces by the PerronFrobenius theorem if the “averaging condition” holds and for the case of reversible Markov chain via the principal eigenvalue approach provided that the principal eigenvalue is positive ii for regimeswitching diffusion processes with countable state spaces by means of a finite partition method and an MMatrix theory We also reveal that numerical invariant measures converge in the Wasserstein metric to the underlying ones Several examples are constructed to demonstrate our theory

Keywords:

References

.
Search In Abstract Of Papers:
Other Papers In This Journal:
  1. Maximal Inequalities of the Itô Integral with Respect to Poisson Random Measures or Lévy Processes on Banach Spaces
  2. Functional Inequalities and Hamilton–Jacobi Equations in Geodesic Spaces
  3. Brownian Motion and the Distance to a Submanifold
  4. Stability for Parabolic Quasiminimizers
  5. Complementability of Spaces of Harmonic Functions
  6. Equilibrium Diffusion on the Cone of Discrete Radon Measures
  7. Global Heat Kernel Estimates for Symmetric Markov Processes Dominated by Stable-Like Processes in Exterior C 1, η Open Sets
  8. Intertwining Relations for One-Dimensional Diffusions and Application to Functional Inequalities
  9. Integrals Along Rough Paths via Fractional Calculus
  10. Mosco Type Convergence of Bilinear Forms and Weak Convergence of n -Particle Systems
  11. Remarks on a Constrained Optimization Problem for the Ginibre Ensemble
  12. On Calabi’s Strong Maximum Principle via Local Semi-Dirichlet Forms
  13. On States of Total Weighted Occupation Times of a Class of Infinitely Divisible Superprocesses on a Bounded Domain
  14. Uniqueness for Integro-PDE in Hilbert Spaces
Search Result: