I can't find any reference where the definition of Harris Ergodicity for Continuous time Markov processes is defined.

a) What would be exactly the definition?

b) What reference could be helpful?

EDIT: From what I've read From "Applied Probability and Queues(pg. 198-200)"(Asmussen) I understand that $(X(t))$ is Harris Ergodic if it has a regeneration set (a generalisation of a positive recurrent state) and an invariant distribution.

Is it true that if an embedded chain from $(X(t)) $ is Harris ergodic then $(X(t))$ itself is Harris Ergodic?

Stability of Markovian processes II: Continuous-time processes and sampled chains? $\endgroup$ – Joris Bierkens Mar 21 '16 at 18:46