Lévy measure density corresponding to inverse local time (Q374587)

Summary: We are concerned with the Lévy measure density corresponding to the inverse local time at the regular end point for a harmonic transform of a one-dimensional di usion process. We show that the Lévy measure density is represented as the Laplace transform of the spectral measure corresponding to the original di usion process, where the absorbing boundary condition is posed at the end point whenever it is regular.