On h -transforms of one-dimensional diffusions stopped upon hitting zero
classification
🧮 math.PR
keywords
transformszerohittingone-dimensionalstoppeduponavoidboundary
read the original abstract
For a one-dimensional diffusion on an interval for which 0 is the regular-reflecting left boundary, three kinds of conditionings to avoid zero are studied. The limit processes are $ h $-transforms of the process stopped upon hitting zero, where $ h $'s are the ground state, the scale function, and the renormalized zero-resolvent. Several properties of the $ h $-transforms are investigated.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.