Monotonicity of the reflected Bessel transition density on the diagonal
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Publication:2637211
DOI10.1016/j.spa.2013.11.006zbMath1285.60083MaRDI QIDQ2637211
Publication date: 7 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.11.006
maximum principle; \(h\)-transform; rearrangement inequalities; log concavity; heat kernel monotonicity; reflected Bessel process
47D07: Markov semigroups and applications to diffusion processes
60J60: Diffusion processes
60J35: Transition functions, generators and resolvents
31B35: Connections of harmonic functions with differential equations in higher dimensions
Cites Work
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- Extremals for eigenvalues of Laplacians under conformal mapping
- Reflecting Brownian motions and comparison theorems for Neumann heat kernels
- A general rearrangement inequality for multiple integrals
- Diffusions and Elliptic Operators
- Stochastic differential equations. An introduction with applications.
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