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Uniform convergence of conditional distributions for absorbed one-dimensional diffusions

Autor: Denis Villemonais, Nicolas Champagnat

Publikováno v: Advances in Applied Probability
Advances in Applied Probability, Applied Probability Trust, 2018, 50 (1), pp.178-203. ⟨10.1017/apr.2018.9⟩
Advances in Applied Probability, 2018, 50 (1), pp.178-203. ⟨10.1017/apr.2018.9⟩

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation, uniformly with res

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1b6524c2b787336c8758e0aaec105372
https://hal.inria.fr/hal-01166960/document

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Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem.

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