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dc.contributor.authorGuillin, Arnaud
dc.contributor.authorFort, Gersende
dc.contributor.authorDouc, Randal
dc.date.accessioned2010-02-15T10:27:49Z
dc.date.available2010-02-15T10:27:49Z
dc.date.issued2009
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/3451
dc.language.isoenen
dc.subjectstorage models.en
dc.subjecthypoelliptic diffusionsen
dc.subjectLangevin diffusionsen
dc.subjectmoderate deviationsen
dc.subjectresolventen
dc.subjectFoster's criterionen
dc.subjectregularityen
dc.subjectSubgeometric ergodicityen
dc.subject.ddc519en
dc.titleSubgeometric rates of convergence of f-ergodic strong Markov processesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift inequality on the extended generator and on the resolvent kernel are given. Results related to (f,r)-regularity and to moderate deviation principle for integral (bounded) functional are also derived. Applications to specific processes are considered, including elliptic stochastic differential equation, Langevin diffusions, hypoelliptic stochastic damping Hamiltonian system and storage models.en
dc.relation.isversionofjnlnameStochastic Processes and their Applications
dc.relation.isversionofjnlvol119en
dc.relation.isversionofjnlissue3en
dc.relation.isversionofjnldate2009-03
dc.relation.isversionofjnlpages897-923en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/j.spa.2008.03.007en
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00077681/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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