Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption
| Author | dc.contributor.author | Martínez Aguilera, Servet | |
| Author | dc.contributor.author | San Martín Aristegui, Jaime | es_CL |
| Admission date | dc.date.accessioned | 2014-01-09T14:11:30Z | |
| Available date | dc.date.available | 2014-01-09T14:11:30Z | |
| Publication date | dc.date.issued | 2001-01 | |
| Cita de ítem | dc.identifier.citation | Journal of Theoretical Probability, Vol. 14, No. 1, 2001 | en_US |
| Identifier | dc.identifier.issn | 0894-9840 | |
| Identifier | dc.identifier.other | DOI: 10.1023/A:1007881317492 | |
| Identifier | dc.identifier.uri | https://repositorio.uchile.cl/handle/2250/126103 | |
| General note | dc.description | Artículo de publicación ISI | en_US |
| Abstract | dc.description.abstract | Let (Xt ) be a one dimensional diffusion corresponding to the operator L= 1 2 xx&: x , starting from x>0 and T0 be the hitting time of 0. Consider the family of positive solutions of the equation L =&* with * # (0, '), where '=&limt (1 t) log Px(T0>t). We show that the distribution of the h-process induced by any such is limM Px(X # A | SM<T0), for a suitable sequence of stopping times (SM :M 0) related to which converges to with M. We also give analytical conditions for '=* , where* is the smallest point of increase of the spectral measure associated to L*. | en_US |
| Patrocinador | dc.description.sponsorship | The authors thank for discussions with K. Burdzy (U. Seattle) and P. Collet (E. Polytechnique). They are indebted to support from FONDAP in Applied Mathematics, Presidential Fellowship and FONDECYT. | en_US |
| Lenguage | dc.language.iso | en | en_US |
| Publisher | dc.publisher | KLUWER ACADEMIC/PLENUM PUBL | en_US |
| Type of license | dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Chile | * |
| Link to License | dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/cl/ | * |
| Keywords | dc.subject | One-dimensional diffusions; | en_US |
| Título | dc.title | Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption | en_US |
| Document type | dc.type | Artículo de revista |
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