Spectral gaps and exponential integrability of hitting times for linear diffusions

DOI10.1214/10-AIHP380MaRDI QIDQ720737zbMATH OpenFDO

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

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)

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Cited in

(7)

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

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