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Uniform convergence of penalized time-inhomogeneous Markov processes (1603.07477v1)
Published 24 Mar 2016 in math.PR
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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