Uniform convergence of penalized time-inhomogeneous Markov processes

Autor: Nicolas Champagnat, Denis Villemonais

Publikováno v: ESAIM: Probability and Statistics
ESAIM: Probability and Statistics, 2018, 22, pp.129-162. ⟨10.1051/ps/2017022⟩
ESAIM: Probability and Statistics, EDP Sciences, 2018, 22, pp.129-162. ⟨10.1051/ps/2017022⟩

We provide a general criterion ensuring the exponential contraction of Feynman–Kac semi-groups of penalized processes. This criterion applies to time-inhomogeneous Markov processes with absorption and killing through penalization. We also give the

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https://inria.hal.science/hal-01290222/document