On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero

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.

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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  1. 1.Graduate School of ScienceKyoto UniversityKyotoJapan
  2. 2.Department of MathematicsKyoto Sangyo UniversityKyotoJapan

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