Feller processes on nonlocally compact spaces
Szarek, Tomasz
Ann. Probab., Tome 34 (2006) no. 1, p. 1849-1863 / Harvested from Project Euclid
We consider Feller processes on a complete separable metric space X satisfying the ergodic condition of the form ¶ \[\mathop{\lim\sup}_{n\rightarrow\infty}\Biggl(\frac{1}{n}\sum_{i=1}^{n}P^{i}(x,O)\Biggr)>0\qquad\mbox{for some }x\in X,\] ¶ where O is an arbitrary open neighborhood of some point z∈X and P is a transition function. It is shown that e-chains which satisfy the above condition admit an invariant probability measure. Some results on the stability of such processes are also presented.
Publié le : 2006-09-14
Classification:  e-chain,  invariant measure,  stability,  60J05,  37A30
@article{1163517227,
     author = {Szarek, Tomasz},
     title = {Feller processes on nonlocally compact spaces},
     journal = {Ann. Probab.},
     volume = {34},
     number = {1},
     year = {2006},
     pages = { 1849-1863},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1163517227}
}
Szarek, Tomasz. Feller processes on nonlocally compact spaces. Ann. Probab., Tome 34 (2006) no. 1, pp.  1849-1863. http://gdmltest.u-ga.fr/item/1163517227/