Exponential mixing properties for time inhomogeneous diffusion processes with killing


We consider an elliptic and time-inhomogeneous diffusion process with timeperiodic coefficients evolving in a bounded domain of R with a smooth boundary. The process is killed when it hits the boundary of the domain (hard killing) or after an exponential time (soft killing) associated with some bounded rate function. The branching particle interpretation of… (More)


  • Presentations referencing similar topics