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Preprints, Working Papers, ... Year : 2021

Degenerate processes killed at the boundary of a domain

Abstract

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 stochastic dierential equations.
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hal-03278551 , version 1 (05-07-2021)

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Michel Benaïm, Nicolas Champagnat, William Oçafrain, Denis Villemonais. Degenerate processes killed at the boundary of a domain. 2021. ⟨hal-03278551⟩
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