Classification of killed one-dimensional diffusions.

DOI10.1214/AOP/1078415844zbMATH Open1045.60083OpenAlexW1564854958MaRDI QIDQ1879862FDOQ1879862

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Non-negative matrices and Markov chains. 2nd ed
• Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption
• 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
• Ergodic properties of nonnegative matrices. I
• Existence and uniqueness of countable one-dimensional Markov random fields
• Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption

Cited In (11)

• The λ-classification of continuous-time birth-and-death processes
• Quasilimiting behavior for one-dimensional diffusions with killing
• Quasi-stationary distributions and diffusion models in population dynamics
• Concentration of quasi-stationary distributions for one-dimensional diffusions with applications
• Existence and construction of quasi-stationary distributions for one-dimensional diffusions
• A generalized parallel replica dynamics
• Quasi-stationary distributions and population processes
• Quasi-stationary distributions for structured birth and death processes with mutations
• Quasistationary distributions for one-dimensional diffusions with killing
• A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line
• General criteria for the study of quasi-stationarity

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