Classification of killed one-dimensional diffusions.

DOI10.1214/aop/1078415844zbMath1045.60083OpenAlexW1564854958MaRDI QIDQ1879862

Servet Martínez, Jaime San Martín

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1078415844

zbMATH Keywords

killed diffusions\(R\)-positive\(R\)-transient

Mathematics Subject Classification ID

Diffusion processes (60J60) Limit theorems in probability theory (60F99)

Related Items (10)

Existence and construction of quasi-stationary distributions for one-dimensional diffusions ⋮ General criteria for the study of quasi-stationarity ⋮ Quasi-stationary distributions and population processes ⋮ Quasi-stationary distributions for structured birth and death processes with mutations ⋮ A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line ⋮ Quasilimiting behavior for one-dimensional diffusions with killing ⋮ A generalized parallel replica dynamics ⋮ The λ-classification of continuous-time birth-and-death processes ⋮ Quasi-stationary distributions and diffusion models in population dynamics ⋮ Quasistationary distributions for one-dimensional diffusions with killing

Cites Work

• Unnamed Item
• Non-negative matrices and Markov chains. 2nd ed
• Existence and uniqueness of countable one-dimensional Markov random fields
• \(R\)-positivity, quasi-stationary distributions and ratio limit theorems for a class of probabilistic automata
• Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption
• Ergodic properties of nonnegative matrices. I
• Spectral theory of semi-groups connected with diffusion processes and its application
• Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption

This page was built for publication: Classification of killed one-dimensional diffusions.