Uniform convergence of penalized time-inhomogeneous Markov processes

2016/03/24 by Champagnat, Nicolas, Villemonais, Denis · 1 citation
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1603.07477

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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