| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129887 | Statistics & Probability Letters | 2017 | 5 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Kouji Yano, Yuko Yano, Ju-Yi Yen,