Quasi-stationarity and quasi-ergodicity of general Markov processes
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Publication:477273
DOI10.1007/S11425-014-4835-XzbMATH Open1309.60078OpenAlexW2160113045MaRDI QIDQ477273FDOQ477273
Junfei Zhang, Shoumei Li, Renming Song
Publication date: 3 December 2014
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-014-4835-x
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Cites Work
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Cited In (25)
- Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems
- Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit
- On quasi-ergodic distribution for one-dimensional diffusions
- Quasi-ergodic limits for finite absorbing Markov chains
- Strongly quasi-mixing properties for one-dimensional diffusion processes with killing
- An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries
- Yaglom limit for stable processes in cones
- Exponential mixing property for absorbing Markov processes
- Some conditional limiting theorems for symmetric Markov processes with tightness property
- Markov chains: Ergodicity, quasi-stationarity and asymmetry
- Intrinsic ultracontractivity and uniform convergence to the \(Q\)-process for symmetric Markov processes
- The Asymptotic Frequency of Stochastic Oscillators
- Yaglom limit for unimodal Lévy processes
- Yaglom limit for stochastic fluid models
- Sensitivity analysis of long-term cash flows
- On the quasi-ergodic distribution of absorbing Markov processes
- Quasi-ergodic limits for moments of jumps under absorbing stable processes
- The Hairer--Quastel universality result in equilibrium
- \(Q\)-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing
- Title not available (Why is that?)
- Limit theorems for some critical superprocesses
- On quasi-stationaries for symmetric Markov processes
- Quasistationarity of continuous-time Markov chains with positive drift
- Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach
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