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Approximation of quasi-stationary distributions for absorbed diffusions

Florian Villemonais 1 
1 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
Abstract : The theory of Markov processes with an absorbing state is commonly used in stochastic models of biological population, epidemics, chemical reactions and market dynamics.
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https://hal.inria.fr/inria-00510297
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Submitted on : Tuesday, August 17, 2010 - 10:34:49 PM
Last modification on : Sunday, June 26, 2022 - 2:22:55 AM
Long-term archiving on: : Thursday, November 18, 2010 - 3:18:56 AM

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  • HAL Id : inria-00510297, version 1

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Florian Villemonais. Approximation of quasi-stationary distributions for absorbed diffusions. Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France. ⟨inria-00510297⟩

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