Frontiers of Mathematics in China

, Volume 11, Issue 2, pp 411–421 | Cite as

Domain of attraction of quasi-stationary distribution for one-dimensional diffusions

Research Article
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Abstract

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.

Keywords

One-dimensional diffusions quasi-stationary distribution Yaglom limit quasi-limiting distribution 

MSC

60J60 60J70 37A30 
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Copyright information

© Higher Education Press and Springer-Verlag Berlin Heidelberg 2016

Authors and Affiliations

  1. 1.School of Mathematics and Computational ScienceXiangtan UniversityXiangtanChina

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