A submartingale for the probability of avoiding the origin in one-point interaction ground-state diffusion: $d \in \{2,3\}$

Abstract

We study the near-origin behavior on $[0,T]$ of the singular diffusion whose transition density is given by a Doob transform of the integral kernel of the semigroup generated by the $d$-dimensional Schrödinger operator $L^γ$ with a one-point potential at the origin, where the driving family is the ground state of $L^γ$ and $d\in\{2,3\}$. We construct a submartingale whose increasing component grows only at times when the diffusion visits the origin. Using this submartingale, we show that the diffusion hits the origin with positive probability and that, conditionally on hitting the origin by time $T$, the first hitting time has a truncated generalized inverse Gaussian (GIG) distribution. We further study the dynamics under conditioning to avoid the origin: under the conditional law, the diffusion is not a standard Brownian motion, but instead admits a representation in terms of a regularized drift and a continuous martingale. While these properties are known in dimension two, the present submartingale-based approach provides an alternative verification and treats dimensions two and three in a unified manner.