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math.PR2021
Transcritical bifurcation for the conditional distribution of a diffusion process
Michel Benaïm, Nicolas Champagnat, William Oçafrain +1
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 bas…
math.PR2021★ 8 cited
Degenerate processes killed at the boundary of a domain
Michel Benaïm, Nicolas Champagnat, William Oçafrain +1
We investigate certain properties of degenerate Feller processes that are killed when exiting a relatively compact set. Our main result provides general conditions ensuring that su…