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
基金The first author would 5ke to thank Prof. Server Martfnez for his kind hospitality during a visit to the CMM of Universidad de Chile, where part of this work was done. The authors also sincerely thank the referees for helpful comments. This work was supported by the National Natural Science Foundation of China (Grant No. 11371301) and Hunan Provincial Innovation Foundation For Postgraduate (Grant No. CX2015B203).
文摘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.