  Recently, Ross showed that it is possible to recover an objective measure
from a risk-neutral measure. His model assumes that there is a finite-state
Markov process X that drives the economy in discrete time. Many authors
extended his model to a continuous-time setting with a Markov diffusion process
X with state space R. Unfortunately, the continuous-time model fails to recover
an objective measure from a risk-neutral measure. We determine under which
information recovery is possible in the continuous-time model. It was proven
that if X is recurrent under the objective measure, then recovery is possible.
In this article, when X is transient under the objective measure, we
investigate what information is sufficient to recover.
