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Journal Articles Journal of Theoretical Probability Year : 2022

Transcritical bifurcation for the conditional distribution of a diffusion process

Abstract

In this article, we describe a simple class of models of absorbed diffusion processes with parameter, whose conditional law exhibits a transcritical bifurcation. Our proofs are based on the description of the set of quasi-stationary distributions for general two-clusters reducible processes.
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Dates and versions

hal-03471911 , version 1 (09-12-2021)

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Michel Benaïm, Nicolas Champagnat, William Oçafrain, Denis Villemonais. Transcritical bifurcation for the conditional distribution of a diffusion process. Journal of Theoretical Probability, 2022, ⟨10.1007/s10959-022-01216-7⟩. ⟨hal-03471911⟩
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