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• W4205547590 abstract "<p style='text-indent:20px;'>We investigate the long time behavior for a class of regime-switching diffusion processes. Based on direct evaluation of moments and exponential functionals of hitting time of the underlying process, we adopt coupling method to obtain existence and uniqueness of the invariant probability measure and establish explicit exponential bounds for the rate of convergence to the invariant probability measure in total variation norm. In addition, we provide some concrete examples to illustrate our main results which reveal impact of random switching on stochastic stability and convergence rate of the system.</p>" @default.
• W4205547590 created "2022-01-26" @default.
• W4205547590 creator A5013311924 @default.
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• W4205547590 date "2022-01-01" @default.
• W4205547590 modified "2023-09-25" @default.
• W4205547590 title "Exponential ergodicity for regime-switching diffusion processes in total variation norm" @default.
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• W4205547590 doi "https://doi.org/10.3934/dcdsb.2021309" @default.
• W4205547590 hasPublicationYear "2022" @default.
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