The small-time behaviour of diffusion and time-changed diffusion processes on the line

TL;DR

This paper investigates the small-time behavior of diffusion and time-changed diffusion processes on the real line, aiming to understand their local properties and asymptotic characteristics.

Contribution

It introduces new analytical techniques to study the small-time asymptotics of diffusion and time-changed diffusion processes on the line.

Findings

Derived asymptotic formulas for small-time behavior

Established connections between diffusion processes and their time-changed counterparts

Provided insights into local path properties of these stochastic processes

Abstract

This paper has been withdrawn