Quasistationary distributions for one-dimensional diffusions with singular boundary points

DOI10.1016/j.spa.2018.05.012zbMath1435.60055arXiv1409.2387OpenAlexW2964213383WikidataQ129656216 ScholiaQ129656216MaRDI QIDQ1999918

Martin Kolb, Alexandru Hening

Publication date: 27 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.2387

zbMATH Keywords

quasi-stationary distributionYaglom limitone-dimensional diffusion

Mathematics Subject Classification ID

General topics in linear spectral theory for PDEs (35P05) Diffusion processes (60J60) General theory of partial differential operators (47F05) Elliptic equations on manifolds, general theory (58J05) Schrödinger operator, Schrödinger equation (35J10) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (14)

A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions ⋮ Practical criteria for \(R\)-positive recurrence of unbounded semigroups ⋮ Transcritical bifurcation for the conditional distribution of a diffusion process ⋮ On quasi-stationaries for symmetric Markov processes ⋮ Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions ⋮ General criteria for the study of quasi-stationarity ⋮ Intrinsic ultracontractivity and uniform convergence to the \(Q\)-process for symmetric Markov processes ⋮ Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions ⋮ Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions ⋮ Asymptotic harvesting of populations in random environments ⋮ Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes ⋮ Stationary distributions of persistent ecological systems ⋮ Uniform convergence of conditional distributions for absorbed one-dimensional diffusions ⋮ Transient dynamics of absorbed singular diffusions

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