Uniform convergence of penalized time-inhomogeneous Markov processes

Nicolas Champagnat; Denis Villemonais

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arXiv · 1603.07477

Uniform convergence of penalized time-inhomogeneous Markov processes

Nicolas Champagnat·Denis Villemonais

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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. 2016-03-24. Uniform convergence of penalized time-inhomogeneous Markov processes. https://arxiv.org/abs/1603.07477

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