Asymptotic behavior of the transition density of an ergodic linear diffusion

DOI10.2977/PRIMS/81zbMATH Open1264.60061MaRDI QIDQ713086FDOQ713086

Yuji Kasahara

Publication date: 26 October 2012

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

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zbMATH Keywords

diffusionTauberian theoremtransition densityKrein's correspondence

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Sturm-Liouville theory (34B24)

Cites Work

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• Krein's strings with singular left boundary
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• Asymptotic behavior of spectral measures of Krein's and Kotani's strings
• Essentials of stochastic processes. Translated from the 1957 Japanese original.

Cited In (4)

• Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions
• Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion
• Stochastics and dynamics of fractals
• Ergodic theorems for linear growth processes with diffusion

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