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On time inversion of one-dimensional diffusion processes

✍ Scribed by Shinzo Watanabe


Publisher
Springer
Year
1975
Tongue
English
Weight
480 KB
Volume
31
Category
Article
ISSN
1432-2064

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On Absolute Continuity of Feller's One-D
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A class of FELLER'S one-dimensional continuous strong MARKOV processes generated by the generalized second order differential operator D,,,DZ is considered. In the case of natural boundaries of the state space R and an identical road map s(z) = x, these diffusion processes are martingales. In a firs