Existence of Pseudo-Inverses for Diffusions

@inproceedings{Profeta2010ExistenceOP,
  title={Existence of Pseudo-Inverses for Diffusions},
  author={Christophe Profeta and Bernard Roynette and Marc Yor},
  year={2010}
}
In this chapter, we continue the study of pseudo-inverses, extending the previous results of Chapter 7 to the general framework of linear diffusions. We shall focus here on increasing pseudo-inverses, and we shall deal with two cases: first, a diffusion taking values in ℝ, and solution of a particular SDE, and then, a general diffusion on ℝ+ starting from 0. More precisely, we shall prove that, to a positive diffusion X starting from 0, we can associate another diffusion… CONTINUE READING

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