RESEARCH ARTICLE

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

  • Hanjun ZHANG ,
  • Guoman HE
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  • School of Mathematics and Computational Science, Xiangtan University, Xiangtan 411105, China

Received date: 07 Sep 2014

Accepted date: 24 Dec 2015

Published date: 18 Apr 2016

Copyright

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg

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.

Cite this article

Hanjun ZHANG , Guoman HE . Domain of attraction of quasi-stationary distribution for one-dimensional diffusions[J]. Frontiers of Mathematics in China, 2016 , 11(2) : 411 -421 . DOI: 10.1007/s11464-016-0515-1

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