Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
Probability
2016-03-16 v4
Abstract
We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quasi-stationary distribution, and we also show that this distribution attracts all initial distributions.
Keywords
Cite
@article{arxiv.1409.8103,
title = {Domain of attraction of quasi-stationary distribution for one-dimensional diffusions},
author = {Hanjun Zhang and Guoman He},
journal= {arXiv preprint arXiv:1409.8103},
year = {2016}
}
Comments
This paper is published in Frontiers of Mathematics in China (2016)