Degenerate processes killed at the boundary of a domain
Author(s)
Date issued
March 15, 2021
Subjects
math.PR
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 nonelliptic and hypoelliptic stochastic differential equations.
stationary distribution. Conditions ensuring uniqueness and exponential convergence are discussed. The results are applied to nonelliptic and hypoelliptic stochastic differential equations.
Publication type
preprint
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