| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7549187 | Statistics & Probability Letters | 2016 | 6 Pages |
Abstract
In this paper, we study quasi-ergodicity for one-dimensional diffusion X killed at 0, when 0 is an exit boundary and +â is an entrance boundary. Using the spectral theory tool, we show that if the killed semigroup is intrinsically ultracontractive, then there exists a unique quasi-ergodic distribution for X. An example is given to illustrate the result. Moreover, the ultracontractivity of the killed semigroup is also studied.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Guoman He, Hanjun Zhang,