Transcritical Bifurcation for the Conditional Distribution of a Diffusion Process

被引：1

作者：

Benaim, Michel ^{[1
]}

Champagnat, Nicolas ^{[2
]}

Ocafrain, William ^{[2
]}

Villemonais, Denis ^{[2
]}

机构：

[1] Univ Neuchatel, Inst Math, Neuchatel, Switzerland

[2] Univ Lorraine, IECL, INRIA, CNRS, F-54000 Nancy, France

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2023年 / 36卷 / 03期

关键词：

Absorbed Markov processes; Quasi-stationary distributions; Exponential mixing; Stochastic differential equations; Bifurcation; QUASI-STATIONARY DISTRIBUTIONS; ONE-DIMENSIONAL DIFFUSIONS; CONVERGENCE; BOUNDARY; TIME;

D O I：

10.1007/s10959-022-01216-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, we describe a simple class of models of absorbed diffusion processes with parameter, whose conditional law exhibits a transcritical bifurcation. Our proofs are based on the description of the set of quasi-stationary distributions for general two-clusters reducible processes.

引用

页码：1555 / 1571

页数：17

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