On the asymptotic behavior of Bessel-like diffusions

DOI10.21099/TKBJM/1506353560MaRDI QIDQ1674146zbMATH OpenOpenAlexFDO

Authors Fumihiko Nakano, Yuuki Shimizu

Publication date 1 November 2017

Published in Tsukuba Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.04408, https://projecteuclid.org/euclid.tkbjm/1506353560

zbMATH Keywords

Bessel-like diffusions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

Abstract: We derive the asymptotic behavior of the transition probability density of the Bessel-like diffusions for "dimension" $ho=0$.

Cited in

(6)

• Diffusions with Bessel-like drifts. II
• On the joint distribution of the future infimum and its location for a transient Bessel process
• Exit times densities of the Bessel process
• On the path integral formulation of Wigner–Dunkl quantum mechanics
• Diffusions with Bessel-like drifts
• On a connection between the non-central \(\chi ^ 2\) distribution and Bessel diffusions

This page was built for publication: On the asymptotic behavior of Bessel-like diffusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1674146)