Article ID Journal Published Year Pages File Type
1154517 Statistics & Probability Letters 2007 5 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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