Inverse local time of one-dimensional diffusions and its comparison theorem

DOI10.1007/S11425-024-2269-XMaRDI QIDQ6995152zbMATH OpenFDO

Authors Zhen-Qing Chen, Lidan Wang

Publication date 22 April 2025

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11425-024-2269-X

zbMATH Keywords

comparison theoremdiffusionsGirsanov transformGreen function estimateinverse local timeLévy measuresubordinator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55) Diffusion processes (60J60) Jump processes on general state spaces (60J76)

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