Degenerate processes killed at the boundary of a domain
Probability
2024-08-21 v4
Abstract
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.
Keywords
Cite
@article{arxiv.2103.08534,
title = {Degenerate processes killed at the boundary of a domain},
author = {Michel Benaïm and Nicolas Champagnat and William Oçafrain and Denis Villemonais},
journal= {arXiv preprint arXiv:2103.08534},
year = {2024}
}