Uniform convergence of conditional distributions for absorbed one-dimensional diffusions

DOI10.1017/apr.2018.9zbMath1431.60086arXiv1506.02385OpenAlexW2963082046WikidataQ130108113 ScholiaQ130108113MaRDI QIDQ5214998

Denis Villemonais, Nicolas Champagnat

Publication date: 5 February 2020

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.02385

zbMATH Keywords

quasi-stationary distributionone-dimensional diffusionstrict local martingaleuniform exponential mixing propertyabsorbed processone-dimensional process with jumps

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Convergence of probability measures (60B10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Limit theorems in probability theory (60F99) Jump processes on general state spaces (60J76)

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