Domain of attraction of quasi-stationary distributions for the brownian motion with drift

From MaRDI portal
Revision as of 15:01, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4210868

DOI10.1239/AAP/1035228075zbMath0911.60070OpenAlexW2001983530MaRDI QIDQ4210868

Servet Martínez, Pierre Picco, Jaime San Martín

Publication date: 16 May 1999

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/3277ba34dd78edf47ada634f20c378e1552c2454






Related Items (19)

Entrance times of random walks: with applications to pension fund modelingDomain of attraction of quasi-stationary distribution for one-dimensional diffusionsA unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusionsAsymptotic behavior and quasi-limiting distributions on time-fractional birth and death processesPolynomial rate of convergence to the Yaglom limit for Brownian motion with driftExistence and construction of quasi-stationary distributions for one-dimensional diffusionsOn quasi-stationaries for symmetric Markov processesIntrinsic ultracontractivity and uniform convergence to the \(Q\)-process for symmetric Markov processesRenewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusionsQuasi-stationary distributions and population processesUnnamed ItemFront propagation and quasi-stationary distributions for one-dimensional Lévy processesFront Propagation and Quasi-Stationary Distributions: Two Faces of the Same CoinQuasi-Limiting Behavior of Drifted Brownian MotionUniform conditional ergodicity and intrinsic ultracontractivityCompetitive real options under private informationQuasi-stationary distributions of one-dimensional generalized diffusions without natural boundariesQuasistationary distributions for one-dimensional diffusions with killingDomain of attraction of quasi-stationary distribution for absorbing Markov processes





This page was built for publication: Domain of attraction of quasi-stationary distributions for the brownian motion with drift