  We obtain a closed-form formula for the quasi-stationary distribution of the
classical Shiryaev martingale diffusion considered on the positive half-line
$[A,+\infty)$ with $A>0$ fixed; the state space's left endpoint is assumed to
be the killing boundary. The formula is obtained analytically as the solution
of the appropriate singular Sturm-Liouville problem; the latter was first
considered in Section 7.8.2 of Collet et al. (2013), but has heretofore
remained unsolved.
