Quasistationary distributions for one-dimensional diffusions with singular boundary points
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Schrödinger operator, Schrödinger equation (35J10) General topics in linear spectral theory for PDEs (35P05) General theory of partial differential operators (47F05) Elliptic equations on manifolds, general theory (58J05) Diffusion processes and stochastic analysis on manifolds (58J65) Diffusion processes (60J60)
Abstract: In the present work we characterize the existence of quasistationary distributions for diffusions on allowing singular behavior at and . If absorption at 0 is certain, we show that there exists a quasistationary distribution as soon as the spectrum of the generator is strictly positive. This complements results of Collet et al. (Ann. Probab. 2009) and Kolb and Steinsaltz (Ann. Probab. 2012) for being a regular boundary point and extends results by Collet et al. (Ann. Probab. 2009) on singular diffusions.
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