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Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
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作者 Hanjun ZHANG Guoman HE 《Frontiers of Mathematics in China》 SCIE CSCD 2016年第2期411-421,共11页
We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and +∞ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quas... We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and +∞ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quasistationary distribution, and we also show that this distribution attracts all initial distributions. 展开更多
关键词 One-dimensional diffusions quasi-stationary distribution yaglomlimit quasi-limiting distribution
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