On quasi-ergodic distribution for one-dimensional diffusions

preprint2016arXivOpen access

Abstract

In this paper, we study quasi-ergodicity for one-dimensional diffusion XX killed at 0, when 0 is an exit boundary and +∞+\infty is an entrance boundary. Using the spectral theory tool, we show that if the killed semigroup is intrinsically ultracontractive, then there exists a unique quasi-ergodic distribution for XX. An example is given to illustrate the result. Moreover, the ultracontractivity of the killed semigroup is also studied.

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