Diffusions from infinity
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Publication:5240176
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
diffusioneigenfunctionscentral limit theoremhitting timesquasi-stationary distributionsentrance boundarydescent from infinity
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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