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

Zhen Qing Chen; Lidan Wang

doi:10.1007/s11425-024-2269-x

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

Zhen Qing Chen, Lidan Wang^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, we study the inverse local times at 0 of one-dimensional reflected diffusions on [0, ∞) and establish a comparison principle for these inverse local times. We also provide applications to Green function estimates for non-local operators.

Original language	English
Pages (from-to)	1201-1218
Number of pages	18
Journal	Science China Mathematics
Volume	68
Issue number	5
DOIs	https://doi.org/10.1007/s11425-024-2269-x
Publication status	Published - May 2025
Externally published	Yes

Keywords

60H10
60J55
60J76
60J76
comparison theorem
diffusion
Girsanov transform
Green function estimate
inverse local time
local time
Lévy measure
subordinator

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10.1007/s11425-024-2269-x

Cite this

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abstract = "In this paper, we study the inverse local times at 0 of one-dimensional reflected diffusions on [0, ∞) and establish a comparison principle for these inverse local times. We also provide applications to Green function estimates for non-local operators.",

keywords = "60H10, 60J55, 60J76, 60J76, comparison theorem, diffusion, Girsanov transform, Green function estimate, inverse local time, local time, L{\'e}vy measure, subordinator",

author = "Chen, {Zhen Qing} and Lidan Wang",

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KW - 60J76

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KW - local time

KW - Lévy measure

KW - subordinator

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

Abstract

Keywords

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