Uniform convergence of penalized time-inhomogeneous Markov processes - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles ESAIM: Probability and Statistics Year : 2018

Uniform convergence of penalized time-inhomogeneous Markov processes

Abstract

We provide an original and general sufficient criterion ensuring the exponential contraction of Feynman-Kac semi-groups of penalized processes. This criterion is applied to time-inhomogeneous one-dimensional diffusion processes conditioned not to hit 0 and to penalized birth and death processes evolving in a quenched random environment.
Fichier principal
Vignette du fichier
Note_pen_tps_inhomogene_2016_03_17_vfin.pdf (224.79 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-01290222 , version 1 (17-03-2016)

Licence

Attribution

Identifiers

Cite

Nicolas Champagnat, Denis Villemonais. Uniform convergence of penalized time-inhomogeneous Markov processes. ESAIM: Probability and Statistics, 2018, 22, pp.129-162. ⟨10.1051/ps/2017022⟩. ⟨hal-01290222⟩
391 View
136 Download

Altmetric

Share

Gmail Facebook X LinkedIn More