On the relation of one-dimensional diffusions on natural scale and their speed measures
Abstract
It is well-known that the law of a one-dimensional diffusion on natural scale is fully characterized by its speed measure. C. Stone proved a continuous dependence of diffusions on their speed measures. In this paper we establish the converse direction, i.e. we prove a continuous dependence of the speed measures on their diffusions. Furthermore, we take a topological point of view on the relation. More precisely, for suitable topologies, we establish a homeomorphic relation between the set of regular diffusions on natural scale without absorbing boundaries and the set of locally finite speed measures.
- Publication:
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arXiv e-prints
- Pub Date:
- November 2021
- DOI:
- 10.48550/arXiv.2112.00072
- arXiv:
- arXiv:2112.00072
- Bibcode:
- 2021arXiv211200072C
- Keywords:
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- Mathematics - Probability