More on the long time stability of Feynman-Kac semigroups

DOI10.1007/S40072-020-00178-3zbMath1493.60088arXiv1807.00390OpenAlexW3082440128MaRDI QIDQ2062277

Gabriel Stoltz, Grégoire Ferré, Mathias Rousset

Publication date: 27 December 2021

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.00390

zbMATH Keywords

ergodicitylarge deviationsspectral analysisFeynman-Kac dynamics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) General topics in linear spectral theory for PDEs (35P05) Diffusion processes (60J60) Large deviations (60F10) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (13)

Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift ⋮ Practical criteria for \(R\)-positive recurrence of unbounded semigroups ⋮ Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds ⋮ Extending the Regime of Linear Response with Synthetic Forcings ⋮ Transcritical bifurcation for the conditional distribution of a diffusion process ⋮ Adaptation of a population to a changing environment in the light of quasi-stationarity ⋮ Recent advances in the long-time analysis of killed degenerate processes and their particle approximation ⋮ A non‐conservative Harris ergodic theorem ⋮ Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions ⋮ General criteria for the study of quasi-stationarity ⋮ On the stability of positive semigroups ⋮ Quasi-stationary distribution for Hamiltonian dynamics with singular potentials ⋮ Error estimates on ergodic properties of discretized Feynman-Kac semigroups

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