Résumé
We consider a jump type diffusion X = (Xt )t with infinitesimal generator given by (equation presented) where μ is of infinite total mass. We prove Harris recurrence of X using a regeneration scheme which is entirely based on the jumps of the process. Moreover we state explicit conditions in terms of the coefficients of the process allowing to control the speed of convergence to equilibrium in terms of deviation inequalities for integrable additive functionals.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 1136-1163 |
| Nombre de pages | 28 |
| journal | Annales de l'institut Henri Poincare (B) Probability and Statistics |
| Volume | 53 |
| Numéro de publication | 3 |
| Les DOIs | |
| état | Publié - 1 août 2017 |
| Modification externe | Oui |
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Examiner les sujets de recherche de « Ergodicity for multidimensional jump diffusions with position dependent jump rate ». Ensemble, ils forment une empreinte digitale unique.Contient cette citation
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