Potential operators associated with absorbing Bessel processes

DOI10.3792/PJAA.56.93MaRDI QIDQ1153613zbMATH OpenOpenAlexFDO

Authors Junji Takeuchi

Publication date 1980

Published in Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3792/pjaa.56.93

zbMATH Keywords

potential operatorabsorbed Bessel process

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45)

Cites work

• scientific article; zbMATH DE number 3434864 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• On Martin Boundaries for the Direct Product of Markov Chains
• On the potential operators associated with Bessel processes
• The existence of the potential operator associated with an equicontinuous semigroup of class $(C_0)$

Cited in

(2)

• Simulation of the CEV process and the local martingale property
• Some results on Bessel processes

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