Degenerate processes killed at the boundary of a domain
Résumé
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.
| Origine | Fichiers produits par l'(les) auteur(s) |
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