On some ergodicity properties for time inhomogeneous Markov processes with T-periodic semigroup
classification
🧮 math.PR
keywords
conditionsergodicityinhomogeneousmarkovperiodicprocesssemigrouptime
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We consider a time inhomogeneous strong Markov process $(\xi_t)_{t\ge 0}$ 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 $(\xi_{kT})_{k\in \mathbb{N}_0}$ 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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