Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption

DOI10.1023/A:1007881317492zbMath0981.60073OpenAlexW423540742MaRDI QIDQ5937303

Servet Martínez, Jaime San Martín

Publication date: 6 September 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007881317492

zbMATH Keywords

absorption\(h\)-processesone-dimensional diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (10)

Classification of killed one-dimensional diffusions. ⋮ A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions ⋮ Existence and construction of quasi-stationary distributions for one-dimensional diffusions ⋮ Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions ⋮ A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line ⋮ Quasilimiting behavior for one-dimensional diffusions with killing ⋮ Quasistationary distributions for one-dimensional diffusions with singular boundary points ⋮ Hitting times for special patterns in the symmetric exclusion process on \(\mathbb{Z}^d\) ⋮ Diffusions from infinity ⋮ Quasistationary distributions for one-dimensional diffusions with killing

This page was built for publication: Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption