On h h -transforms of one-dimensional diffusions stopped upon hitting zero

preprint2014arXivOpen access

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 h -transforms of the process stopped upon hitting zero, where h h 's are the ground state, the scale function, and the renormalized zero-resolvent. Several properties of the h h -transforms are investigated.

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