Abstract
In this chapter (this chapter is based on the work done by us in collaboration with Patrick Cattiaux, Amaury Lambert and Sylvie Méléard in the article Quasi-stationary distributions and diffusions models in population dynamics in Ann. Probab. 37:1926–1969, 2009), we study QSDs for one dimensional diffusions where we allow the drift to have a singularity at the origin and an entrance boundary at +∞. The main motivation for studying this situation comes from models in ecology and economics (see Examples 7.8.1 and 7.8.2 at the end of this chapter).
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This chapter is based on the work done by us in collaboration with Patrick Cattiaux, Amaury Lambert and Sylvie Méléard in the article Quasi-stationary distributions and diffusions models in population dynamics. Annals of Probability 37, 1926–1969 (2009).
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Collet, P., Martínez, S., San Martín, J. (2013). Infinity as Entrance Boundary. In: Quasi-Stationary Distributions. Probability and Its Applications. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33131-2_7
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