On quasi-ergodic distribution for one-dimensional diffusions

DOI10.1016/j.spl.2015.12.026zbMath1336.60155arXiv1409.8094OpenAlexW971735561MaRDI QIDQ273723

Hanjun Zhang, Guoman He

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.8094

zbMATH Keywords

one-dimensional diffusionsintrinsic ultracontractivitykilled semigroupmean-ratio quasi-stationary distributionquasi-ergodicity

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) 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 (5)

A note on the quasi-ergodic distribution of one-dimensional diffusions ⋮ On quasi-stationaries for symmetric Markov processes ⋮ Quasi-ergodic limits for finite absorbing Markov chains ⋮ Exponential mixing property for absorbing Markov processes ⋮ On the quasi-ergodic distribution of absorbing Markov processes

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