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

DOI10.1214/23-AAP2047MaRDI QIDQ6616872

Publication date: 9 October 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

reflecting Brownian motion Krein-Rutman theorem nonsmooth domain reflecting diffusion constrained martingale problem reverse ergodic theorem subprobability transition function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)

Cites Work

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