Asymptotic behavior of Lévy measure density corresponding to inverse local time
For a one dimensional diffusion process [D*.sub.s,m] and the harmonic transformed Process [mathematical expression not reproducible], the asymptotic behavior of the Levy measure density corresponding to the inverse local time at the regular end point is investigated. The asymptotic behavior of n*, t...
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Veröffentlicht in: | Proceedings of the Japan Academy. Series A. Mathematical sciences 2015-01, Vol.91 (1), p.9-13 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | For a one dimensional diffusion process [D*.sub.s,m] and the harmonic transformed Process [mathematical expression not reproducible], the asymptotic behavior of the Levy measure density corresponding to the inverse local time at the regular end point is investigated. The asymptotic behavior of n*, the Levy measure density corresponding to [D*.sub.s,m], follows from asymptotic behavior of the speed measure m. However, that of [n.sup.h*], the Levy measure density corresponding to [mathematical expression not reproducible], is given by a simple form, n* multiplied by an exponential decay function, for any harmonic function h based on the original diffusion operator. |
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ISSN: | 0386-2194 |
DOI: | 10.3792/pjaa.91.9 |