On $h$-transforms of one-dimensional diffusions stopped upon hitting zero

Abstract

For a one-dimensional diffusion on an interval for which 0 is the regular-reflecting left boundary, three kinds of conditionings to avoid zero are studied. The limit processes are $h$-transforms of the process stopped upon hitting zero, where $h$'s are the ground state, the scale function, and the renormalized zero-resolvent. Several properties of the $h$-transforms are investigated.