A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
From MaRDI portal
Publication:6370199
arXiv2106.07208MaRDI QIDQ6370199
Cristina Costantini, Thomas G. Kurtz
Publication date: 14 June 2021
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)
This page was built for publication: A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions