Diffusions with Bessel-like drifts. II (Q2134259)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Diffusions with Bessel-like drifts. II |
scientific article; zbMATH DE number 7522841
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Diffusions with Bessel-like drifts. II |
scientific article; zbMATH DE number 7522841 |
Statements
Diffusions with Bessel-like drifts. II (English)
0 references
6 May 2022
0 references
The authors consider linear diffusions similar to Bessel processes. The article is a continuation of two earlier articles, see [\textit{Y. Kasahara} and \textit{S. Kotani}, Kyoto J. Math. 55, No. 4, 773--797 (2015; Zbl 1331.60157)], where the authors discussed the asymptotic behavior of the transition density of linear diffusion in the long term. The asymptotic behavior of the transition probability in the long term is now discussed under the condition that the left boundary is regular-killing or exit-not-entrance.
0 references
linear diffusion
0 references
Bessel process
0 references
0 references
0 references
0.91849434
0 references
0 references
0.88453823
0 references
0.88186276
0 references
0.87048256
0 references
0.87019163
0 references