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Quasistationary distributions for one-dimensional diffusions with singular boundary points.

Authors :
Hening, Alexandru
Kolb, Martin
Source :
Stochastic Processes & Their Applications. May2019, Vol. 129 Issue 5, p1659-1696. 38p.
Publication Year :
2019

Abstract

Abstract In the present work we characterize the existence of quasistationary distributions for diffusions on (0 , ∞) allowing singular behavior at 0 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 Cattiaux et al. (2009) and Kolb and Steinsaltz (2012) for 0 being a regular boundary point and extends results by Cattiaux et al. (2009) on singular diffusions. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*DIFFUSION
*ABSORPTION

Details

Language :
English
ISSN :
03044149
Volume :
129
Issue :
5
Database :
Academic Search Index
Journal :
Stochastic Processes & Their Applications
Publication Type :
Academic Journal
Accession number :
135746768
Full Text :
https://doi.org/10.1016/j.spa.2018.05.012