Article ID Journal Published Year Pages File Type
6417596 Journal of Mathematical Analysis and Applications 2016 11 Pages PDF
Abstract

In this paper, we study quasi-stationary distributions (QSDs) for one-dimensional diffusions killed at 0, when 0 is a regular boundary and +∞ 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
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