Transcritical bifurcation for the conditional distribution of a diffusion process
Michel Benaïm,
Nicolas Champagnat,
William Oçafrain,
Denis Villemonais
January, 2023
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.
Publication
Journal of Theoretical Probability, 36(3)
Assistant professor in Applied Mathematics - Membre junior IUF