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Degenerate processes killed at the boundary of a domain

Abstract : We investigate certain properties of degenerate Feller processes that are killed when exiting a relatively compact set. Our main result provides general conditions ensuring that such a process possesses a (possibly non unique) quasi stationary distribution. Conditions ensuring uniqueness and exponential convergence are discussed. The results are applied to stochastic dierential equations.
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Preprints, Working Papers, ...
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https://hal.inria.fr/hal-03278551
Contributor : Nicolas Champagnat Connect in order to contact the contributor
Submitted on : Monday, July 5, 2021 - 4:47:13 PM
Last modification on : Thursday, February 3, 2022 - 4:18:01 PM
Long-term archiving on: : Wednesday, October 6, 2021 - 9:17:45 PM

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KilledProcessesVI.pdf
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Distributed under a Creative Commons Attribution 4.0 International License

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  • HAL Id : hal-03278551, version 1
  • ARXIV : 2103.08534

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Michel Benaïm, Nicolas Champagnat, William Oçafrain, Denis Villemonais. Degenerate processes killed at the boundary of a domain. 2021. ⟨hal-03278551⟩

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