Monotonicity of the reflected Bessel transition density on the diagonal

DOI10.1016/j.spa.2013.11.006zbMath1285.60083MaRDI QIDQ2637211

Yanyan Li

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

zbMATH Keywords

maximum principle; \(h\)-transform; rearrangement inequalities; log concavity; heat kernel monotonicity; reflected Bessel process

Mathematics Subject Classification ID

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

• Monotonicity properties of the Neumann heat kernel in the ball
• On a discrete version of the Laugesen-Morpurgo conjecture
• Neumann Bessel heat kernel monotonicity
• On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
• 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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