Monotonicity of the reflected Bessel transition density on the diagonal

DOI10.1016/j.spa.2013.11.006zbMath1285.60083OpenAlexW1975349860MaRDI QIDQ2637211

Yanyan Li

Publication date: 7 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2013.11.006

zbMATH Keywords

maximum principle\(h\)-transformrearrangement inequalitieslog concavityheat kernel monotonicityreflected Bessel process

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Connections of harmonic functions with differential equations in higher dimensions (31B35)

Cites Work

• Monotonicity properties of the Neumann heat kernel in the ball
• On a discrete version of the Laugesen-Morpurgo conjecture
• Neumann Bessel heat kernel monotonicity
• On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
• Extremals for eigenvalues of Laplacians under conformal mapping
• Reflecting Brownian motions and comparison theorems for Neumann heat kernels
• A general rearrangement inequality for multiple integrals
• Diffusions and Elliptic Operators
• Stochastic differential equations. An introduction with applications.
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