Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154517 | Statistics & Probability Letters | 2007 | 5 Pages |
Abstract
Assume (Xt,P0) is 12-self-similar, rotation invariant diffusion on Rd, d⩾2, 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 (Xt,P0). The generalization for an α-self-similar, rotation invariant diffusion, α>0, is also given.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Juha Vuolle-Apiala,