Ergodic Properties of Markov Processes

By Luc Rey-Bellet. Foundations of Modern Probability, 2021

203 citations recorded by the source corpus.

Subfields: Finance, Statistical and Nonlinear Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e48844971fb8c1d931280c8f57e10371ba73a908

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In Finance

1. Dang Hai Nguyen
2. George Yin
3. Oleg Butkovsky
4. Andreas Eberle
5. Catherine Donnelly

In Statistical and Nonlinear Physics

1. George Yin
2. Dang Hai Nguyen
3. Oleg Butkovsky

In Statistics and Probability

1. George Yin
2. Dang Hai Nguyen
3. Oleg Butkovsky

Citations in the corpus

• Coexistence and exclusion of stochastic competitive Lotka–Volterra models (2016, background): “1 therefore follows from the non-degeneracy of the diffusion; see [2] or [10].”
• Subgeometric rates of convergence of Markov processes in the Wasserstein metric (2012, methodology): “To prove the second part of the lemma we combine the first part of the lemma with a cut-off argument; see, for example, [8], Proposition 4.”