When:
September 26, 2018 @ 3:30 pm – 4:00 pm
2018-09-26T15:30:00+02:00
2018-09-26T16:00:00+02:00
Ergodicity of Diffusion Processes
In this talk, I will discuss ergodic properties of diffusion processes focusing on the rate of convergence of the marginals of the process to the invariant measure with respect to the total variation distance and Wasserstein distance. In particular, I will present sharp conditions in terms of the coefficients of the process (generator) ensuring subexponential rate of convergence. I will also discuss ergodic properties of a class of jump processes obtained through subordination of diffusion processes.