Classification of killed one-dimensional diffusions.

DOI10.1214/AOP/1078415844MaRDI QIDQ1879862zbMATH OpenOpenAlexFDO

Authors Servet Martínez, Jaime San Martín

Publication date 15 September 2004

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1078415844

zbMATH Keywords

killed diffusions\(R\)-positive\(R\)-transient

Mathematics Subject Classification ID

Diffusion processes (60J60) Limit theorems in probability theory (60F99)

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Cites work

• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption
• Ergodic properties of nonnegative matrices. I
• Existence and uniqueness of countable one-dimensional Markov random fields
• Non-negative matrices and Markov chains. 2nd ed
• Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption
• Spectral theory of semi-groups connected with diffusion processes and its application
• \(R\)-positivity, quasi-stationary distributions and ratio limit theorems for a class of probabilistic automata

Cited in

(11)

• Quasi-stationary distributions for structured birth and death processes with mutations
• Quasilimiting behavior for one-dimensional diffusions with killing
• Quasi-stationary distributions and diffusion models in population dynamics
• Quasi-stationary distributions and population processes
• Quasistationary distributions for one-dimensional diffusions with killing
• The λ-classification of continuous-time birth-and-death processes
• General criteria for the study of quasi-stationarity
• A generalized parallel replica dynamics
• Existence and construction of quasi-stationary distributions for one-dimensional diffusions
• Concentration of quasi-stationary distributions for one-dimensional diffusions with applications
• A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line

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