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?