Degenerate processes killed at the boundary of a domain
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2021
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| Subjects: | |
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| _version_ | 1866910570540695552 |
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| author | Benaïm, Michel Champagnat, Nicolas Oçafrain, William Villemonais, Denis |
| author_facet | Benaïm, Michel Champagnat, Nicolas Oçafrain, William Villemonais, Denis |
| contents | 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 nonelliptic and hypoelliptic stochastic differential equations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2103_08534 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Degenerate processes killed at the boundary of a domain Benaïm, Michel Champagnat, Nicolas Oçafrain, William Villemonais, Denis Probability 60J25, 60J60, 60F, 60B10, 35H10, 37A25, 37A30, 47A35, 47A75 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 nonelliptic and hypoelliptic stochastic differential equations. |
| title | Degenerate processes killed at the boundary of a domain |
| topic | Probability 60J25, 60J60, 60F, 60B10, 35H10, 37A25, 37A30, 47A35, 47A75 |
| url | https://arxiv.org/abs/2103.08534 |