Michel Benaïm (Université de Neuchâtel), le 4 juin 11h30

Degenerate processes killed at the boundary of a domain
lundi 31 mai 2021
par  Eva Locherbach

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 differential equations.