Classification of killed one-dimensional diffusions
Abstract
We show necessary and sufficient conditions for R-recurrence and R-positivity of one-dimensional diffusions killed at the origin. These conditions are stated in terms of the bottom eigenvalue function.
Más información
| Título según WOS: | Classification of killed one-dimensional diffusions |
| Título según SCOPUS: | Classification of killed one-dimensional diffusions |
| Título de la Revista: | ANNALS OF PROBABILITY |
| Volumen: | 32 |
| Número: | 1A |
| Editorial: | INST MATHEMATICAL STATISTICS |
| Fecha de publicación: | 2004 |
| Página de inicio: | 530 |
| Página final: | 552 |
| Idioma: | English |
| Notas: | ISI, SCOPUS |