Inverse local time of one-dimensional diffusions and its comparison theorem
Probability
2017-02-15 v1
Abstract
In this paper, we study inverse local time at 0 of one-dimensional reflected diffusions on , and establish a comparison principle for inverse local times. Applications to Green function estimates for non-local operators are given.
Cite
@article{arxiv.1702.04095,
title = {Inverse local time of one-dimensional diffusions and its comparison theorem},
author = {Zhen-Qing Chen and Lidan Wang},
journal= {arXiv preprint arXiv:1702.04095},
year = {2017}
}