Transcritical bifurcation for the conditional distribution of a diffusion process
Probability
2021-12-13 v1
Abstract
In this article, we describe a simple class of models of absorbed diffusion processes with parameter, whose conditional law exhibits a transcritical bifurcation. Our proofs are based on the description of the set of quasi-stationary distributions for general two-clusters reducible processes.
Cite
@article{arxiv.2112.05499,
title = {Transcritical bifurcation for the conditional distribution of a diffusion process},
author = {Michel Benaïm and Nicolas Champagnat and William Oçafrain and Denis Villemonais},
journal= {arXiv preprint arXiv:2112.05499},
year = {2021}
}