Transcritical Bifurcation for the Conditional Distribution of a Diffusion Process
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DOI: 10.1007/s10959-022-01216-7
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References listed on IDEAS
- Champagnat, Nicolas & Villemonais, Denis, 2021. "Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 135(C), pages 51-74.
- Hening, Alexandru & Kolb, Martin, 2019. "Quasistationary distributions for one-dimensional diffusions with singular boundary points," Stochastic Processes and their Applications, Elsevier, vol. 129(5), pages 1659-1696.
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Cited by:
- Castro, Matheus M. & Lamb, Jeroen S.W. & Olicón-Méndez, Guillermo & Rasmussen, Martin, 2024. "Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach," Stochastic Processes and their Applications, Elsevier, vol. 173(C).
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Keywords
Absorbed Markov processes; Quasi-stationary distributions; Exponential mixing; Stochastic differential equations; Bifurcation;All these keywords.
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