Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain (Q2041816)

The paper studies a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. They show that its occupation measure converges to the unique quasi-stationary distribution of the diffusion process absorbed at the boundary of the domain. Section 2 formulates the main assumptions and results. Section 3 contains useful general results on quasi-stationary distributions and proofs of new general results on the Green operator \(A\) which has its own interest. Section 4 is devoted to the proof the main result, which consists in checking that the occupation measure of the resampling points is (up to a time change and linearization) an asymptotic pseudo-trajectory of a measure-valued dynamical system related to the operator \(A\).