Killed diffusions and their conditioning

DOI10.1007/BF00348757zbMath0631.60073MaRDI QIDQ1094760

Zhongxin Zhao, Min-ping Qian, Gong Guanglu

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

principal eigenvalueelliptic differential operatorconditionally killed diffusionstrong Feller process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

Related Items

Stochastic approximation of quasi-stationary distributions on compact spaces and applications, Quasi-stationary distribution for the Langevin process in cylindrical domains. II: Overdamped limit, Markov mortality models: implications of quasistationarity and varying initial distributions, Entropy production of stationary diffusions on non-compact Riemannian manifolds, Transcritical bifurcation for the conditional distribution of a diffusion process, Recent advances in the long-time analysis of killed degenerate processes and their particle approximation, General criteria for the study of quasi-stationarity, On the stability of positive semigroups, Quasi-stationary distribution for Hamiltonian dynamics with singular potentials, Quasi-stationary distributions and population processes, Small random perturbations of one-dimensional diffusion processes, Uniform conditional ergodicity and intrinsic ultracontractivity, Repartition of the Quasi-stationary Distribution and First Exit Point Density for a Double-Well Potential, Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence, A variational characterization of the optimal exit rate for controlled diffusions, Quasistationary distributions and ergodic control problems, Principal eigenvalues, topological pressure, and stochastic stability of equilibrium states

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
• Intermediate Schauder estimates
• Uniform bounds for quotients of Green functions on \(C^{1,1}\)-domains
• The Green function for uniformly elliptic equations
• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
• Conditional brownian motion and the boundary limits of harmonic functions
• Schrödinger conditional brownian motion and stochastic calculus of variations
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
• On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states