Sharp Estimates of Transition Probability Density for Bessel Process in Half-Line.
| Autor: | Bogus, Kamil, Małecki, Jacek |
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| Zdroj: | Potential Analysis; Jul2015, Vol. 43 Issue 1, p1-22, 22p |
| Abstrakt: | In this paper we study the Bessel process $R_{t}^{(\mu )}$ with index μ ≠ 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 $p_{a}^{(\mu )}(t,x,y)$ for the whole range of space parameters x, y > a and every t > 0. [ABSTRACT FROM AUTHOR] |
| Databáze: | Complementary Index |
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