Abstract
Given a 1-dimensional diffusion, singular or not, a complete description of its generator G is now before us. G coincides on its domain with a differential operator G• of degree ≦2 expressed in terms of invariants (scale, speed measure, etc.) via the formulas 4.1.8) [or 4.1.31,32,33)] and each invariant has a simple probabilistic meaning embodied in the formulas 4.1.7) [or 4.1.22, 23 b, 23 c, and 26)].
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© 1996 Springer-Verlag Berlin Heidelberg
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Itô, K., McKean, H.P. (1996). Time changes and killing. In: Diffusion Processes and their Sample Paths. Classics in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-62025-6_6
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DOI: https://doi.org/10.1007/978-3-642-62025-6_6
Publisher Name: Springer, Berlin, Heidelberg
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