On Properties of the Dirichlet Green's function for linear diffusions on a half line

Autor:	Conlon, Joseph G., Dabkowski, Michael
Rok vydání:	2021
Předmět:	Mathematics - Analysis of PDEs Mathematics - Optimization and Control Mathematics - Probability 35F21 35K20 49N10
Druh dokumentu:	Working Paper
Popis:	This paper is concerned with the study of Green's functions for one dimensional diffusions with constant diffusion coefficient and linear time inhomogeneous drift. It is well know that the whole line Green's function is given by a Gaussian. Formulas for the Dirichlet Green's function on the half line are only known in special cases. The main object of study in the paper is the ratio of the Dirichlet to whole line Green's functions. Bounds, asymptotic behavior in the limit as the diffusion coefficient vanishes, and a log concavity result are obtained for this ratio. Comment: 60 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2103.03929 Zobrazit plný text záznamu View this record from Arxiv