On the semi-group of a scaled skew Bessel process

DOI10.1016/j.spl.2018.08.014zbMath1407.60104OpenAlexW2890902126MaRDI QIDQ1726774

Andrew Aylwin, Larbi Alili

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.08.014

zbMATH Keywords

Green's functionBessel processestime inversionskew Bessel processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Probabilistic potential theory (60J45) Markov processes (60J99)

Related Items

General diffusion processes as limit of time-space Markov chains ⋮ Persistence and exit times for some additive functionals of skew Bessel processes ⋮ On occupation times of one-dimensional diffusions

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