A note on the quasi-ergodic distribution of one-dimensional diffusions

DOI10.1016/j.crma.2018.07.009zbMath1394.60082OpenAlexW2889214485MaRDI QIDQ1671206

Guoman He

Publication date: 6 September 2018

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2018.07.009

zbMATH Keywords

quasi-stationary distributionquasi-ergodicitydrifted Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Ergodic theorems, spectral theory, Markov operators (37A30) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (3)

An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries ⋮ Exponential mixing property for absorbing Markov processes ⋮ Some conditional limiting theorems for symmetric Markov processes with tightness property

Cites Work

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• On quasi-ergodic distribution for one-dimensional diffusions
• Quasi-stationary distributions and diffusion models in population dynamics
• A quasi-ergodic theorem for evanescent processes
• Uniqueness of Quasistationary Distributions and Discrete Spectra when ∞ is an Entrance Boundary and 0 is Singular

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