Back to Search
Start Over
Quasistationary distributions for one-dimensional diffusions with singular boundary points.
- 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 :
- *DIFFUSION
*ABSORPTION
Subjects
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