Classification of killed one-dimensional diffusions
成果类型:
Article
署名作者:
Martínez, S; Martín, JS
署名单位:
Universidad de Chile
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
发表日期:
2004
页码:
530-552
关键词:
摘要:
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.