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- W2100233733 abstract "In this paper, we study quasi-stationary distributions (QSDs) for one-dimensional diffusions killed at 0, when 0 is a regular boundary and +∞ is a natural boundary. More precisely, we not only give a necessary and sufficient condition for the existence of a QSD, but we also construct all QSDs for the one-dimensional diffusions. Moreover, we give a sufficient condition for R-positivity of the process killed at the origin. This condition is only based on the drift, which is easy to check." @default.
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- W2100233733 date "2016-02-01" @default.
- W2100233733 modified "2023-09-23" @default.
- W2100233733 title "Existence and construction of quasi-stationary distributions for one-dimensional diffusions" @default.
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- W2100233733 doi "https://doi.org/10.1016/j.jmaa.2015.09.010" @default.
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