On some ergodicity properties for time inhomogeneous Markov processes with TT-periodic semigroup

preprint2011arXivOpen access

Abstract

We consider a time inhomogeneous strong Markov process (ξt)t≥0(ξ_t)_{t\ge 0} taking values in a Polish state space whose semigroup has a TT-periodic structure. We give simple conditions which imply ergodicity of the grid chain (ξkT)k∈N0(ξ_{kT})_{k\in \mathbb{N}_0} In case of dd-dimensional possibly degenerate diffusions, the conditions are stated in terms of drift and diffusion coefficient of the process.

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