Some results on Bessel processes (Q1068459): Difference between revisions
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| Property / cites work: On the potential operators associated with Bessel processes / rank | |||
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| Property / cites work: Potential operators associated with absorbing Bessel processes / rank | |||
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| Property / cites work: First hitting time for Bessel processes / rank | |||
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| Property / cites work: The existence of the potential operator associated with an equicontinuous semigroup of class $(C_0)$ / rank | |||
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Revision as of 09:22, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results on Bessel processes |
scientific article |
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Some results on Bessel processes (English)
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1985
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The author presents necessary and sufficient conditions characterizing the domain of the potential operator of a reflecting Bessel process of index \(\alpha\), and a sufficient condition in the absorbing case. The moment of the hitting time of level r is computed in a unified way for both the reflecting and transient cases. He gives the equilibrium measures, capacities and equilibrium potentials of the intervals [0,r] and [r,\(\infty]\), respectively, for the reflecting ad absorbing cases.
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domain of the potential operator of a reflecting Bessel process
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hitting time
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equilibrium measures
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equilibrium potentials
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