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A note on the uniform ergodicity of diffusion processes
Published 8 Mar 2025 in math.PR | (2503.06111v1)
Abstract: In this note, we discuss the uniform ergodicity of a diffusion process given by an It^o 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.
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