Transient one-dimensional diffusions conditioned to converge to a different limit point
Alexandru Hening
Statistics & Probability Letters, 2016, vol. 110, issue C, 62-73
Abstract:
Let (Xt)t≥0 be a regular one-dimensional diffusion that models a biological population. If one assumes that the population goes extinct in finite time it is natural to study the Q-process associated to (Xt)t≥0. This is the process one gets by conditioning (Xt)t≥0 to survive into the indefinite future.
Keywords: Diffusion; Conditioning; Q-process; Doob h-transform (search for similar items in EconPapers)
Date: 2016
References: View complete reference list from CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715215303011
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:110:y:2016:i:c:p:62-73
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
DOI: 10.1016/j.spl.2015.12.011
Access Statistics for this article
Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul
More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().