Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and +∞ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quasistationary distribution, and we also show that this distribution attracts all initial distributions.