Uniform convergence of penalized time-inhomogeneous Markov processes (Q4615433): Difference between revisions

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scientific article; zbMATH DE number 7007330
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Uniform convergence of penalized time-inhomogeneous Markov processes
scientific article; zbMATH DE number 7007330

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    Uniform convergence of penalized time-inhomogeneous Markov processes (English)
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    28 January 2019
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    Feynman-Kac formula
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    time-inhomogeneous Markov processes
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    penalized processes
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    one-dimensional diffusions with absorption
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    birth and death processes in random environment with killing
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    asymptotic stability
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    uniform exponential mixing
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    Dobrushin's ergodic coefficient
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