Diffusions from infinity

DOI10.1090/tran/7841zbMath1447.60131arXiv1711.08603OpenAlexW2963936388WikidataQ114093776 ScholiaQ114093776MaRDI QIDQ5240176

Jaime San Martín, Servet Martínez, Sylvie Méléard, Vincent Bansaye, Pierre Collet

Publication date: 24 October 2019

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.08603

zbMATH Keywords

diffusioneigenfunctionscentral limit theoremhitting timesquasi-stationary distributionsentrance boundarydescent from infinity

Mathematics Subject Classification ID

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

Related Items (5)

Unique quasi-stationary distribution, with a possibly stabilizing extinction ⋮ On the entrance at infinity of Feller processes with no negative jumps ⋮ Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions ⋮ Time-changed spectrally positive Lévy processes started from infinity ⋮ Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteria

Cites Work

• Quasilimiting behavior for one-dimensional diffusions with killing
• Quasi-stationary distributions and diffusion models in population dynamics
• The asymptotic nature of solutions of linear systems of differential equations
• Speed of coming down from infinity for birth-and-death processes
• Uniqueness of Quasistationary Distributions and Discrete Spectra when ∞ is an Entrance Boundary and 0 is Singular
• Quasistationary distributions for one-dimensional diffusions with killing
• Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption
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