Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2020

Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems

Résumé

In this paper, we establish a general result for the existence and the uniqueness of the quasi-stationary distribution of a strongly Feller Markov process killed when it exits a domain D, under some Lyapunov function condition. Our result covers the case of hypoelliptic damped Hamiltonian systems. Our method is based on the characterization of the essential spectral radius by means of Lyapunov functions and measures of non-compactness.
Fichier principal
Vignette du fichier
QSD_bGW_Finale_9dec.pdf (554.24 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-03068461 , version 1 (15-12-2020)
hal-03068461 , version 2 (04-07-2023)

Identifiants

  • HAL Id : hal-03068461 , version 1

Citer

Arnaud Guillin ♦, Boris Nectoux ♦, Liming Wu. Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems. 2020. ⟨hal-03068461v1⟩
435 Consultations
605 Téléchargements

Partager

More