JournalsprimsVol. 49, No. 3pp. 563–599

Lévy Measure Density Corresponding to Inverse Local Time

  • Tomoko Takemura

    Nara Women's University, Japan
  • Matsuyo Tomisaki

    Nara Women's University, Japan
Lévy Measure Density Corresponding to Inverse Local Time cover

Abstract

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 di usion process. We show that the Levy measure density is represented as the Laplace transform of the spectral measure corresponding to the original di usion 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. 563–599

DOI 10.4171/PRIMS/113