Diffusions with Bessel-like drifts. II (Q2134259)

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scientific article; zbMATH DE number 7522841
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    Diffusions with Bessel-like drifts. II
    scientific article; zbMATH DE number 7522841

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      Diffusions with Bessel-like drifts. II (English)
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      6 May 2022
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      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.
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      linear diffusion
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      Bessel process
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