Degenerate processes killed at the boundary of a domain
| Autor: | Bena��m, Michel, Champagnat, Nicolas, O��afrain, William, Villemonais, Denis |
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| Přispěvatelé: | Institut de Mathématiques (UNINE), Université de Neuchâtel (UNINE), Biology, genetics and statistics (BIGS), Inria Nancy - Grand Est, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Institut Élie Cartan de Lorraine (IECL), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Institut Élie Cartan de Lorraine (IECL), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), This research is supported by the Swiss National Foundation grant 200020 196999. |
| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: |
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Absorbed Markov processes 2020 Mathematics Subject Classication : 60J25 60J60 60F 60B10 35H10 37A25 37A30 47A35 47A75 Exponential mixing Hypoellipticity Probability (math.PR) FOS: Mathematics Quasi-Stationary distributions Stochastic dierential equations Mathematics - Probability |
| Popis: | We investigate certain properties of degenerate Feller processes that are killed when exiting a relatively compact set. Our main result provides general conditions ensuring that such a process possesses a (possibly non unique) quasi stationary distribution. Conditions ensuring uniqueness and exponential convergence are discussed. The results are applied to nonelliptic and hypoelliptic stochastic differential equations. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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