Quasistationary distributions for one-dimensional diffusions with singular boundary points |
| |
Authors: | Alexandru Hening Martin Kolb |
| |
Affiliation: | 1. Department of Mathematics, Tufts University, Bromfield-Pearson Hall, 503 Boston Avenue, Medford, MA 02155, United States;2. Department of Mathematics, University of Paderborn, Warburger Str. 100, 33098 Paderborn, Germany |
| |
Abstract: | In the present work we characterize the existence of quasistationary distributions for diffusions on 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. |
| |
Keywords: | primary 58J05 60J60 secondary 35J10 35P05 47F05 One-dimensional diffusion Quasistationary distribution Yaglom limit Corresponding author. |
本文献已被 ScienceDirect 等数据库收录! |
|