Exponential mixing properties for time inhomogeneous diffusion processes with killing

DOI10.3150/16-BEJ845zbMath1429.60063arXiv1412.2627OpenAlexW2952217674WikidataQ115488550 ScholiaQ115488550MaRDI QIDQ2405211

Pierre Del Moral, Denis Villemonais

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.2627

zbMATH Keywords

process with absorptiontime-inhomogeneous diffusion processuniform mixing property

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (11)

Unique quasi-stationary distribution, with a possibly stabilizing extinction ⋮ Transcritical bifurcation for the conditional distribution of a diffusion process ⋮ General criteria for the study of quasi-stationarity ⋮ On the stability of positive semigroups ⋮ Exponential quasi-ergodicity for processes with discontinuous trajectories ⋮ Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions ⋮ Uniform convergence of penalized time-inhomogeneous Markov processes ⋮ Quasi-stationarity for one-dimensional renormalized Brownian motion ⋮ A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces ⋮ Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions ⋮ Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case

This page was built for publication: Exponential mixing properties for time inhomogeneous diffusion processes with killing