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arXiv · 1608.01894

A New Approach to Inverse Local Times

Angel Rodolfo Baigorri
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Abstract

In 1981 F. Knight published an article with a partial solution to a problem proposed by Ito-McKean see [Ito,[p.217]]. In this paper Knight, see [Knight], characterized the Levy measures of gap diffusions also known as quasi-diffusions. The proof is very elegant but it uses quite a lot functional analysis, more specifically spectral Krein Theory. We present a new proof of Knight's Theorem, defined at the beginning of the Introduction as well as the new proof of the same theorem referred as Theorem 2.6 in Section 2.

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Angel Rodolfo Baigorri. 2016-08-05. A New Approach to Inverse Local Times. https://arxiv.org/abs/1608.01894

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