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Quasi-stationary distribution for kinetic SDEs with low regularity coefficients

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arxiv 2410.01042 v1 pith:AGTPG62Y submitted 2024-10-01 math.PR math.AP

classification math.PRmath.AP
keywords conditionkineticsdescoefficientsdistributiondomainsforceinequality
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We consider kinetic SDEs with low regularity coefficients in the setting recently introduced in [6]. For the solutions to such equations, we first prove a Harnack inequality. Using the abstract approach of [5], this inequality then allows us to prove, under a Lyapunov condition, the existence and uniqueness (in a suitable class of measures) of a quasi-stationary distribution in cylindrical domains of the phase space. We finally exhibit two settings in which the Lyapunov condition holds: general kinetic SDEs in domains which are bounded in position, and Langevin processes with a non-conservative force and a suitable growth condition on the force.

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  1. Large deviations of the empirical measures of a strong-Feller Markov process inside a subset and quasi-ergodic distribution

    math.PR 2024-11 conditional novelty 7.0 of 10

    For strong-Feller Markov processes killed on exiting a domain, the occupation measure conditioned on survival obeys a large deviation principle with unique rate-function zero at the quasi-ergodic distribution.

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