Speed density of a one-dimensional diffusion (source code)

= Speed density of a one-dimensional diffusion
{title2=$m(x)=2/(\sigma(x)^2s'(x))$}

= Speed density
{synonym}

For a diffusion with generator $(\sigma^2/2)\partial_{xx}+b\partial_x$ and increasing <scale function of a one-dimensional diffusion> $s$, its speed density is $m=2/(\sigma^2s')$. Scale records hitting probabilities; speed records expected occupation and exit times. Multiplying scale by a positive constant divides speed by the same constant, leaving their Green-kernel product unchanged.