Some results on Bessel processes (Q1068459)
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scientific article; zbMATH DE number 3932147
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| English | Some results on Bessel processes |
scientific article; zbMATH DE number 3932147 |
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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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0.7972193360328674
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0.7688429951667786
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0.7556034922599792
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