Inverse local time of one-dimensional diffusions and its comparison theorem
classification
🧮 math.PR
keywords
inverselocalcomparisondiffusionsone-dimensionaltimeapplicationsestablish
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In this paper, we study inverse local time at 0 of one-dimensional reflected diffusions on $[0, \infty)$, and establish a comparison principle for inverse local times. Applications to Green function estimates for non-local operators are given.
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