Branching one-dimensional periodic diffusion processes
Let X be a nonsingular conservative one-dimensional periodic diffusion process, [lambda]0 its principal eigenvalue and X a binary splitting branching diffusion process with nonbranching part X. For each [alpha] > [lambda]0 we have two positive martingales Wit([alpha]), i = 1, 2, of X attached to the two positive [alpha]-harmonic functions of X. The main purpose of this paper is to show that their limit random variables are positive for all [alpha] [epsilon] ([lambda]0, [alpha]i), where [alpha]i are some constants greater than [lambda]0.
Year of publication: |
1985
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Authors: | Ikeda, Nobuyuki ; Kawazu, Kiyoshi ; Ogura, Yukio |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 19.1985, 1, p. 63-83
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Publisher: |
Elsevier |
Keywords: | periodic diffusion process Hill's equations principal eigenvalue [lambda]-harmonic function branching process limit theorem Lp-martingale |
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