On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero

DOI10.1007/978-3-319-18585-9_7zbMath1334.60170arXiv1409.3112OpenAlexW341808474WikidataQ58331035 ScholiaQ58331035MaRDI QIDQ2798578

Yuko Yano, Kouji Yano

Publication date: 13 April 2016

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.3112

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (4)

Local time penalizations with various clocks for Lévy processes ⋮ Weak convergence of \(h\)-transforms for one-dimensional diffusions ⋮ Generalized refracted Lévy process and its application to exit problem ⋮ On universality in penalisation problems with multiplicative weights

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