Classification of killed one-dimensional diffusions

• Servet Martínez ^[1] ; Jaime San Martín
  1. [1] Universidad de Chile

     Universidad de Chile

     Santiago, Chile

     
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 32, Nº. 1, 1, 2004, págs. 530-552
• Idioma: inglés
• DOI: 10.1214/aop/1078415844
• Texto completo no disponible (Saber más ...)
• Resumen

  • We show necessary and sufficient conditions for R-recurrence and \mbox{R-positivity} of one-dimensional diffusions killed at the origin. These conditions are stated in terms of the bottom eigenvalue function.