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Shiga–Watanabe's time inversion property for self-similar diffusion processes
- Source :
-
Statistics & Probability Letters . May2007, Vol. 77 Issue 9, p920-924. 5p. - Publication Year :
- 2007
-
Abstract
- 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]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 77
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 24708722
- Full Text :
- https://doi.org/10.1016/j.spl.2007.01.001