Excursion measure away from an exit boundary of one-dimensional diffusion processes (Q863795)

From MaRDI portal





scientific article; zbMATH DE number 5120443
Language Label Description Also known as
default for all languages
No label defined
    English
    Excursion measure away from an exit boundary of one-dimensional diffusion processes
    scientific article; zbMATH DE number 5120443

      Statements

      Excursion measure away from an exit boundary of one-dimensional diffusion processes (English)
      0 references
      0 references
      1 February 2007
      0 references
      A measure generalizing the excursion measure away from an exit boundary is constructed for a one-dimensional diffusion process via the desintegration formula with respect to the lifetime. It is used to generalize the convergence theorem of \textit{Y. Kasahara} and \textit{S. Watanabe} [Ill. J. Math. 50, No. 1--4, 515--539 (2006; Zbl 1102.60066)] in terms of the Poisson point fields, where the inverse local time processes of regular diffusions converge in law to a Lévy process related to a diffusion with an exit boundary.
      0 references
      diffusion process
      0 references
      excursion theory
      0 references
      Poisson point process
      0 references
      limit theorem
      0 references
      stable process
      0 references
      Krein's spectral theory
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references