Shiga–Watanabe's time inversion property for self-similar diffusion processes

Abstract: Assume is -self-similar, rotation invariant diffusion on , , starting at 0 and assume {0} is a polar set. We will show, using the corresponding well-known result for the radial process, that Shiga–Watanabe''s time inversion property holds for . The generalization for an -self-similar, rotation invariant diffusion, , is also given. [Copyright &y& Elsevier]