Ergodic behavior of diffusions with random jumps from the boundary

DOI10.1016/j.spa.2008.05.002zbMath1158.60036OpenAlexW2109177068MaRDI QIDQ1009669

Iddo Ben-Ari, Ross G. Pinsky

Publication date: 2 April 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.05.002

zbMATH Keywords

rate of convergenceinvariant measurespectral gapdiffusion processesergodic

Mathematics Subject Classification ID

Diffusion processes (60J60)

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