Open Access
January 2004 Classification of killed one-dimensional diffusions
Servet Martínez, Jaime San Martín
Ann. Probab. 32(1A): 530-552 (January 2004). DOI: 10.1214/aop/1078415844


We show necessary and sufficient conditions for $R$-recurrence and \mbox{$R$-positivity} of one-dimensional diffusions killed at the origin. These conditions are stated in terms of the bottom eigenvalue function.


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Servet Martínez. Jaime San Martín. "Classification of killed one-dimensional diffusions." Ann. Probab. 32 (1A) 530 - 552, January 2004.


Published: January 2004
First available in Project Euclid: 4 March 2004

zbMATH: 1045.60083
MathSciNet: MR2040791
Digital Object Identifier: 10.1214/aop/1078415844

Primary: 60F99 , 60J60}

Keywords: killed diffusions , R-positive , R-transient

Rights: Copyright © 2004 Institute of Mathematical Statistics

Vol.32 • No. 1A • January 2004
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