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arXiv · 1012.4916

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

Reinhard Hoepfner·Eva Loecherbach
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Abstract

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

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Reinhard Hoepfner, Eva Loecherbach. 2011-03-08. On some ergodicity properties for time inhomogeneous Markov processes with $T$-periodic semigroup. https://arxiv.org/abs/1012.4916

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