Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes
DOI10.1007/S11118-020-09894-WzbMATH Open1485.60075OpenAlexW3118853535MaRDI QIDQ2118844FDOQ2118844
Publication date: 23 March 2022
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11118-020-09894-w
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Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Local time and additive functionals (60J55) Processes in random environments (60K37)
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- Application of Harnack inequality to long time asymptotics of Markov processes
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