Transcritical bifurcation for the conditional distribution of a diffusion process

2021/12/10 by Michel Benaïm, Benaïm, Michel, Nicolas Champagnat +5
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.2112.05499

arxiv created 2021/12/10 · arxiv updated 2021/12/13

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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