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Weak convergence of [formula omitted]-transforms for one-dimensional diffusions.
- Source :
-
Statistics & Probability Letters . Mar2017, Vol. 122, p152-156. 5p. - Publication Year :
- 2017
-
Abstract
- It is proved that the h -transform of the killed process for one-dimensional diffusions with respect to the scale function is weakly continuous with respect to the starting point. A similar result is obtained for its bridges. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 122
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 120296030
- Full Text :
- https://doi.org/10.1016/j.spl.2016.11.007