A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions

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)

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