Uniform convergence of penalized time-inhomogeneous Markov processes
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Publication:4615433
Abstract: We provide an original and general sufficient criterion ensuring the exponential contraction of Feynman-Kac semi-groups of penalized processes. This criterion is applied to time-inhomogeneous one-dimensional diffusion processes conditioned not to hit 0 and to penalized birth and death processes evolving in a quenched random environment.
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Cited in
(10)- An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries
- Unique quasi-stationary distribution, with a possibly stabilizing extinction
- Quasi-stationarity for one-dimensional renormalized Brownian motion
- On the stability of positive semigroups
- Exponential quasi-ergodicity for processes with discontinuous trajectories
- \(Q\)-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries
- Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions
- Adaptation of a population to a changing environment in the light of quasi-stationarity
- Uniform convergence of conditional distributions for absorbed one-dimensional diffusions
- General criteria for the study of quasi-stationarity
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