Sharp Estimates of Transition Probability Density for Bessel Process in Half-Line

被引：16

作者：

Bogus, Kamil ^{[1
]}

Malecki, Jacek ^{[1
]}

机构：

[1] Wroclaw Univ Technol, Dept Math, Fac Fundamental Problems Technol, PL-50370 Wroclaw, Poland

来源：

POTENTIAL ANALYSIS | 2015年 / 43卷 / 01期

关键词：

Transition probability density; Heat kernel; Bessel process; Sharp estimate; Half-line; HEAT KERNEL; HITTING TIMES; TRANSPLANTATION; DISTRIBUTIONS;

D O I：

10.1007/s11118-015-9461-x

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we study the Bessel process with index mu not equal 0 starting from x > 0 and killed when it reaches a positive level a, where x > a > 0. We provide sharp estimates of the transition probability density for the whole range of space parameters x,y > a and every t > 0.

引用

页码：1 / 22

页数：22

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