Abstract
We study quasistationary distributions on a drifted Brownian motion killed at 0, when +∞ is an entrance boundary and 0 is an exit boundary. We prove the existence of a unique quasistationary distribution and of the Yaglom limit.
Citation
Jorge Littin C.. "Uniqueness of quasistationary distributions and discrete spectra when ∞ is an entrance boundary and 0 is singular." J. Appl. Probab. 49 (3) 719 - 730, September 2012. https://doi.org/10.1239/jap/1346955329
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