Weak convergence of h-transforms for one-dimensional diffusions

被引：0
|
作者：
Yano, Kouji [1 ]
Yano, Yuko [2 ]
Yen, Ju-Yi [3 ]
机构：
[1] Kyoto Univ, Grad Sch Sci, Kyoto 6068501, Japan
[2] Kyoto Sangyo Univ, Dept Math, Kyoto, Japan
[3] Univ Cincinnati, Dept Math Sci, Cincinnati, OH 45221 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2017年 / 122卷
关键词：
Excursion theory; It(o)over-cap measure; Weak convergence;
D O I：
10.1016/j.spl.2016.11.007
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码：152 / 156
页数：5
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