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

Zhen-Qing Chen; Lidan Wang

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arXiv · 1702.04095

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

Zhen-Qing Chen·Lidan Wang

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Abstract

In this paper, we study inverse local time at 0 of one-dimensional reflected diffusions on $[0, \infty)$, and establish a comparison principle for inverse local times. Applications to Green function estimates for non-local operators are given.

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Zhen-Qing Chen, Lidan Wang. 2017-02-14. Inverse local time of one-dimensional diffusions and its comparison theorem. https://arxiv.org/abs/1702.04095

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