Spectral gaps and exponential integrability of hitting times for linear diffusions

DOI10.1214/10-AIHP380zbMATH Open1233.60044MaRDI QIDQ720737FDOQ720737

Authors: Oleg Loukianov, Dasha Loukianova, Shiqi Song 

Publication date: 11 October 2011

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/243348

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zbMATH Keywords

hitting timesexponential momentsrecurrencespectral gapDirichlet formlinear Markov processPoincaré inequality

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)

Cites Work

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• Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions

Cited In (7)

• Spectral gap for measure-valued diffusion processes
• Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion
• Deep learning scheme for forward utilities using ergodic BSDEs
• Poincaré inequalities and hitting times
• Spectral condition, hitting times and Nash inequality
• Hitting times and spectral gap inequalities
• Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times

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