Occupation time theorems for a class of one-dimensional diffusion processes
β Scribed by Yuji Kasahara; Shinzo Watanabe
- Publisher
- Springer Netherlands
- Year
- 2005
- Tongue
- English
- Weight
- 166 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0031-5303
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π SIMILAR VOLUMES
## Abstract A class of infinitesimal generators __A__ of strongly continuous nonnegative contraction semigroups in a subspace of __C__[0, 1] is introduced. It contains the class of generators of regular gap diffusions. A construction of the Markov process __X__ generated by __A__ gives some stochas
Sarh processes X were first described by WILLIAN FELLER in a purely analytical way, using the generalized second-order differential operator U,D;. In the rase of natural boundaries of the state space R and a trivial road map p(xj =x, these diffusion processes are martingales. In the present paper it