On $ h $-transforms of one-dimensional diffusions stopped upon hitting zero
Probability
2014-10-30 v2
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 -transforms of the process stopped upon hitting zero, where 's are the ground state, the scale function, and the renormalized zero-resolvent. Several properties of the -transforms are investigated.
Keywords
Cite
@article{arxiv.1409.3112,
title = {On $ h $-transforms of one-dimensional diffusions stopped upon hitting zero},
author = {Kouji Yano and Yuko Yano},
journal= {arXiv preprint arXiv:1409.3112},
year = {2014}
}