Work

Quasi-stationary distributions of one-dimensional generalized diffusions without natural boundaries

Year: 2024

Type: article

Abstract: This paper provides sufficient criteria for the existence and uniqueness as well as characterisations for the domain of attraction of quasi-stationary distributions (QSDs) of one-dimensional generalized diffusions without natural boundaries. In particular, it is shown that if the associated transition density is intrinsically ultracontractive, the underlying diffusion is uniformly conditionally ergodic and hence possesses a unique QSD which attracts exponentially and uniformly all probability measures.

Source: Discrete and Continuous Dynamical Systems - B

DOI: 10.3934/dcdsb.2024120

Authors: Hanjun Zhang, Huasheng Li

Institution: Xiangtan University

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4402523004

FWCI:

Cites: 22

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Related to: 10