Uniform convergence of penalized time-inhomogeneous Markov processes (Q4615433)
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scientific article; zbMATH DE number 7007330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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