Asymptotic behaviour of the Bessel heat kernels

DOI10.1007/S00209-019-02339-0zbMATH Open1428.35147arXiv1709.05796OpenAlexW2963356689WikidataQ127611957 ScholiaQ127611957MaRDI QIDQ2332887FDOQ2332887

Kamil Bogus

Publication date: 5 November 2019

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Abstract: We consider Dirichlet heat kernel $p_a^{(mu)}(t,x,y)$ for the Bessel differential operator $L^{(mu)}=frac{d}^{2}d{x}^2+frac2mu+12x$, $muinmathbbR$, in half-line $(a,infty)$, $a>0$, and provide its asymptotic expansions for $xy/tightarrowinfty$.

Full work available at URL: https://arxiv.org/abs/1709.05796

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zbMATH Keywords

asymptotic expansionhalf-lineBessel processheat kernelBessel differential operatortransition probability density

Mathematics Subject Classification ID

Diffusion processes (60J60) Asymptotic behavior of solutions to PDEs (35B40) Heat kernel (35K08)

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Cited In (4)

• On the diamond Bessel heat kernel
• Feeling boundary by Brownian motion in a ball
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