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| Exponential Ergodic Rates of Markov Switching Diffusion Processes |
| WANG Lingdi； REN Panpan |
| School of Mathematics and Statistics, Henan University, 475004, Kaifeng, China；Xiayi No.1 High School, 476400, Shangqiu,China |
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Abstract In this paper, we discuss the exponential ergodicity of Markov switching diffusion processes, presenting criteria of f-exponential ergodicity for the processes with reflecting boundary at origin. When the one-dimensional diffusion processes are stochastically ordered for any fixed environment, the explicit estimates of the exponential ergodic rate for the process are investigated by means of the coupling method.
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