Seminario Modelamiento Estocástico: Existence, Uniqueness and Construction of Quasi-Stionary Distributions (QSDs) for General On

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Seminario Modelamiento Estocástico: Existence, Uniqueness and Construction of Quasi-Stionary Distributions (QSDs) for General On

Expositor: Hanjun Zhang, Xiangtan University

Lugar: Sala de Seminarios CMM, Blanco Encalada 2120, Séptimo Piso, Santiago.

Fecha: Viernes 17 de agosto a las 17:30 hrs.

Contacto: María Ines Rivera / mrivera@dim.uchile.cl

Organiza: Centro de Modelamiento Matemático / Departamenrto de Ingeniería Matemática

Abstract: In this talk we will give the criteria for the existence, uniqueness for general one-dimensional diffusions. In fact, we not only give a necessary and
sufficient condition for the existence of a QSD, but also we construct all QSDs for one-dimensional diffusions. Moreover, we will show that a necessary and sufficient condition for the uniqueness of QSD, and show that this uniqueness QSD v attracts all initial distributions M supported on (0,\infty).