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Quasistationary distributions for one-dimensional diffusions with singular boundary points
Authors:Alexandru Hening  Martin Kolb
Institution: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 (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.
Keywords:primary  58J05  60J60  secondary  35J10  35P05  47F05  One-dimensional diffusion  Quasistationary distribution  Yaglom limit  Corresponding author  
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