Uniform convergence of penalized time-inhomogeneous Markov processes
Probability
2016-03-25 v1
Abstract
We provide an original and general sufficient criterion ensuring the exponential contraction of Feynman-Kac semi-groups of penalized processes. This criterion is applied to time-inhomogeneous one-dimensional diffusion processes conditioned not to hit 0 and to penalized birth and death processes evolving in a quenched random environment.
Keywords
Cite
@article{arxiv.1603.07477,
title = {Uniform convergence of penalized time-inhomogeneous Markov processes},
author = {Nicolas Champagnat and Denis Villemonais},
journal= {arXiv preprint arXiv:1603.07477},
year = {2016}
}