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Uniform convergence of penalized time-inhomogeneous Markov processes

Nicolas Champagnat 1, 2 Denis Villemonais 1, 2
1 TOSCA - TO Simulate and CAlibrate stochastic models
CRISAM - Inria Sophia Antipolis - Méditerranée , IECL - Institut Élie Cartan de Lorraine : UMR7502
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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Nicolas Champagnat, Denis Villemonais. Uniform convergence of penalized time-inhomogeneous Markov processes. ESAIM: Probability and Statistics, EDP Sciences, 2018, 22, pp.129-162. ⟨10.1051/ps/2017022⟩. ⟨hal-01290222⟩

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