Some limit theorems of killed Brownian motion

DOI10.1007/s11425-012-4430-yzbMath1273.60101OpenAlexW2255516639MaRDI QIDQ362526

Jinwen Chen, Siqi Jian

Publication date: 22 August 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4430-y

zbMATH Keywords

phase transitionlarge deviation principle (LDP)killed Brownian motionmean ratio quasi stationary distribution (mrqsd)quasi-stationary distribution (qsd)

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Large deviations (60F10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Transition functions, generators and resolvents (60J35)

Related Items (5)

On quasi-ergodic distribution for one-dimensional diffusions ⋮ Quasi-ergodicity for absorbing Markov processesviadeviation inequality ⋮ A deviation inequality and quasi-ergodicity for absorbing Markov processes ⋮ Quasi-stationarity and quasi-ergodicity of general Markov processes ⋮ Exponential mixing property for absorbing Markov processes

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