Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6417596 | Journal of Mathematical Analysis and Applications | 2016 | 11 Pages |
Abstract
In this paper, we study quasi-stationary distributions (QSDs) for one-dimensional diffusions killed at 0, when 0 is a regular boundary and +â is a natural boundary. More precisely, we not only give a necessary and sufficient condition for the existence of a QSD, but we also construct all QSDs for the one-dimensional diffusions. Moreover, we give a sufficient condition for R-positivity of the process killed at the origin. This condition is only based on the drift, which is easy to check.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Hanjun Zhang, Guoman He,