Transcritical bifurcation for the conditional distribution of a diffusion process (Q6111882)
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scientific article; zbMATH DE number 7722780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transcritical bifurcation for the conditional distribution of a diffusion process |
scientific article; zbMATH DE number 7722780 |
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Transcritical bifurcation for the conditional distribution of a diffusion process (English)
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4 August 2023
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A parameterised family of absorbed diffusion processes is constructed with the property that their conditional law exhibits a transcritical bifuraction. Specifically, this allows the speed of convergence and the fixed points to be described precisely. The results provide further illumination of the fact that for processes of this sort the weak Hörmander condition and regularity at the absorbing set does not guarantee uniqueness of a quasi-stationary distribution.
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absorbed Markov processes
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quasi-stationary distributions
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exponential mixing
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stochastic differential equations
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bifurcation
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