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Volumn 37, Issue 2, 2000, Pages 511-521

Domain of attraction of the quasi-stationary distributions for the ornstein-uhlenbeck process

Author keywords

Ornstein Uhlenbeck; Quasi stationary

Indexed keywords


EID: 0034195904     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1014842554     Document Type: Article
Times cited : (7)

References (12)
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  • 4
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    • (1996) Ann. Appl. Prob , vol.6 , pp. 577-616
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  • 5
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    • Limiting conditional and conditional invariant distributions for the Poisson process with negative drift
    • FIERRO, R., Martínez, S. AND SAN Martín, J. (1999). Limiting conditional and conditional invariant distributions for the Poisson process with negative drift. J. Appl. Prob. 36, 1194-1209.
    • (1999) J. Appl. Prob , vol.36 , pp. 1194-1209
    • Fierro, R.1    Martínez, S.2    San Martín, J.3
  • 6
    • 0001240798 scopus 로고
    • Existence of quasi stationary distributions. A renewal dynamical approach
    • FERRARI, P., Kesten, H., Martinez, S. AND Picco, P. (1995). Existence of quasi stationary distributions. A renewal dynamical approach. Ann. Prob. 23, 501-521.
    • (1995) Ann. Prob , vol.23 , pp. 501-521
    • Ferrari, P.1    Kesten, H.2    Martinez, S.3    Picco, P.4
  • 8
    • 0001443492 scopus 로고
    • Spectral theory of semi-groups connected with diffusion processes and its application
    • Mandl, P. (1961). Spectral theory of semi-groups connected with diffusion processes and its application. Czech. Math. J. 11, 558-569.
    • (1961) Czech. Math. J , vol.11 , pp. 558-569
    • Mandl, P.1
  • 9
    • 21844504497 scopus 로고
    • Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
    • MARTÍNEZ, S. AND SAN Martín, J. (1994). Quasi-stationary distributions for a Brownian motion with drift and associated limit laws. J. Appl. Prob. 31, 911-920.
    • (1994) J. Appl. Prob , vol.31 , pp. 911-920
    • Martínez, S.1    San Martín, J.2
  • 10
    • 0000099259 scopus 로고    scopus 로고
    • Domain of attraction of quasi-stationary distributions for the Brownian motion with drift
    • MARTÍNEZ, S., PICCO, P. AND SAN Martín, J. (1998). Domain of attraction of quasi-stationary distributions for the Brownian motion with drift. Adv. Appl. Prob. 30, 385-408.
    • (1998) Adv. Appl. Prob , vol.30 , pp. 385-408
    • Martínez, S.1    Picco, P.2    San Martín, J.3
  • 11
    • 0001171076 scopus 로고
    • Smooth transition densities for one-dimensional diffusions
    • ROGERS, L. (1985). Smooth transition densities for one-dimensional diffusions. Bull. London Math. Soc. 17, 157-161.
    • (1985) Bull. London Math. Soc , vol.17 , pp. 157-161
    • Rogers, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.