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
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)
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