Quasistationary distributions for one-dimensional diffusions with killing
We extend some results on the convergence of one-dimensional diffusions killed at the boundary, conditioned on extended survival, to the case of general killing on the interior. We show, under fairly general conditions, that a diffusion conditioned on long survival either runs off to infinity almost...
| Autors principals: | , |
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| Format: | Journal article |
| Idioma: | English |
| Publicat: |
2004
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