Diffusions with Bessel-like drifts. II

DOI10.21099/TKBJM/20214502171MaRDI QIDQ2134259zbMATH OpenOpenAlexFDO

Authors Yuji Kasahara, Shinichi Kotani

Publication date 6 May 2022

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

Full work available at URL https://doi.org/10.21099/tkbjm/20214502171

zbMATH Keywords

Bessel processlinear diffusion

Mathematics Subject Classification ID

Sturm-Liouville theory (34B24) Diffusion processes (60J60)

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Cites work

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• scientific article; zbMATH DE number 1817636 (Why is no real title available?)
• scientific article; zbMATH DE number 3782160 (Why is no real title available?)
• scientific article; zbMATH DE number 7394372 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• Krein's strings with singular left boundary
• Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions

Cited in

(4)

• Independent factorization of the last zero arcsine law for Bessel processes with drift
• Exit times densities of the Bessel process
• On regularity properties of Bessel flow
• Diffusions with Bessel-like drifts

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