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.
Domains
Probability [math.PR]
Origin : Files produced by the author(s)