We are concerned with the Lévy measure density corresponding to the inverse local time at the regular end point for a harmonic transform of a one-dimensional diusion process. We show that the Levy measure density is represented as the Laplace transform of the spectral measure corresponding to the original diusion process, where the absorbing boundary condition is posed at the end point whenever it is regular.
Cite this article
Tomoko Takemura, Matsuyo Tomisaki, Lévy Measure Density Corresponding to Inverse Local Time. Publ. Res. Inst. Math. Sci. 49 (2013), no. 3, pp. 563–599DOI 10.4171/PRIMS/113