Transcritical bifurcation for the conditional distribution of a diffusion process

Published 10 Dec 2021 in math.PR | (2112.05499v1)

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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