Fourier-Bessel heat kernel estimates

被引：17

作者：

Malecki, Jacek ^{[1
]}

Serafin, Grzegorz ^{[1
]}

Zorawik, Tomasz ^{[1
]}

机构：

[1] Wroclaw Univ Sci & Technol, Fac Pure & Appl Math, Ul Wybrzeie Wyspianskiego 27, PL-50370 Wroclaw, Poland

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2016年 / 439卷 / 01期

关键词：

Fourier-Bessel heat kernel; Sharp estimate; Bessel process; Transition density; SHARP HEAT; TRANSPLANTATION; BOUNDS;

D O I：

10.1016/j.jmaa.2016.02.051

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We provide sharp two-sided estimates of the Fourier Bessel heat kernel and we give sharp two-sided estimates of the transition probability density for the Bessel process in (0, 1) killed at 1 and killed or reflected at 0. (C) 2016 Elsevier Inc. All rights reserved.

引用

页码：91 / 102

页数：12

共 17 条

[1]

[Anonymous], 1971, INTRO PROBABILITY TH

[2]

Bogus K., 2015, MATH NACHR

[3] Sharp Estimates of Transition Probability Density for Bessel Process in Half-Line [J].