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Quantitative QSD convergence in 1-Wasserstein distance via the Föllmer drift

Fontbona, Joaquín et al.
arXiv (All) · Papers
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probability
We develop a novel pathwise approach to study the convergence of the law of killed diffusion processes conditioned on non-absorption, towards a quasi-stationary distribution (QSD) as time goes to infinity. We start from the general observation that the dynamics of an absorbed Markov process conditio
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