On quasi-ergodic distribution for one-dimensional diffusions
Probability
2016-01-26 v4
Abstract
In this paper, we study quasi-ergodicity for one-dimensional diffusion killed at 0, when 0 is an exit boundary and is an entrance boundary. Using the spectral theory tool, we show that if the killed semigroup is intrinsically ultracontractive, then there exists a unique quasi-ergodic distribution for . An example is given to illustrate the result. Moreover, the ultracontractivity of the killed semigroup is also studied.
Cite
@article{arxiv.1409.8094,
title = {On quasi-ergodic distribution for one-dimensional diffusions},
author = {Guoman He and Hanjun Zhang},
journal= {arXiv preprint arXiv:1409.8094},
year = {2016}
}
Comments
This paper is published in Statistics and Probability Letters (2016)