h transform of one-dimensional generalized diffusion operators

DOI10.2206/KYUSHUJM.66.171MaRDI QIDQ4904983zbMATH OpenOpenAlexFDO

Authors Tomoko Takemura, Matsuyo Tomisaki

Publication date 14 February 2013

Published in Kyushu Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2206/kyushujm.66.171

zbMATH Keywords

recurrenceharmonic transformationgeneralized diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Generalized stochastic processes (60G20)

Recommendations

• h-Transforms and Orthogonal Polynomials
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Cited in

(6)

• On inversions and Doob \(h\)-transforms of linear diffusions
• Lévy measure density corresponding to inverse local time
• On \(h\)-transforms of one-dimensional diffusions stopped upon hitting zero
• A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions
• Weak convergence of \(h\)-transforms for one-dimensional diffusions
• Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes

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