Existence and construction of quasi-stationary distributions for one-dimensional diffusions
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Abstract: In this paper, we study quasi-stationary distributions (QSDs) for one-dimensional diffusions killed at 0, when 0 is a regular boundary and is a natural boundary. More precisely, we not only give a necessary and sufficient condition for the existence of a QSD, but we also construct all QSDs for one-dimensional diffusions. Moreover, we give a sufficient condition for -positivity of the process killed at the origin. This condition is only based on the drift, which is easy to check.
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- scientific article; zbMATH DE number 3109695 (Why is no real title available?)
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Cited in
(13)- Domain of attraction of quasi-stationary distribution for absorbing Markov processes
- On quasi-ergodic distribution for one-dimensional diffusions
- Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
- Quasistationary distributions for one-dimensional diffusions with singular boundary points
- Strongly quasi-mixing properties for one-dimensional diffusion processes with killing
- Quasilimiting behavior for one-dimensional diffusions with killing
- Concentration of quasi-stationary distributions for one-dimensional diffusions with applications
- Existence of quasi-stationary distributions for spectrally positive Lévy processes on the half-line
- Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions
- Quasi-stationary distributions of one-dimensional generalized diffusions without natural boundaries
- A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions
- Quasistationary distributions for one-dimensional diffusions with killing
- Constructions and generators of one-dimensional quasidiffusions with applications to selfaffine diffusions and brownian motion on the cantor Set
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