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arxiv: 1409.8103 · v4 · pith:QNL2DTY3new · submitted 2014-09-29 · 🧮 math.PR

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

classification 🧮 math.PR
keywords distributionboundarydiffusionsone-dimensionalquasi-stationaryattractionattractscondition
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We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and $+\infty$ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quasi-stationary distribution, and we also show that this distribution attracts all initial distributions.

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