Related papers: Bismut-Elworthy-Li formulae for Bessel processes

The Generalized Bessel Function (GBF) extends the single variable Bessel function to several dimensions and indices in a nontrivial manner. Two-dimensional GBFs have been studied extensively in the literature and have found application in…

We prove explicit uniform two-sided bounds for the phase functions of Bessel functions and of their derivatives. As a consequence, we obtain new enclosures for the zeros of Bessel functions and their derivatives in terms of inverse values…

A new representation for a regular solution of the perturbed Bessel equation of the form $Lu=-u"+\left( \frac{l(l+1)}{x^2}+q(x)\right)u=\omega^2u$ is obtained. The solution is represented as a Neumann series of Bessel functions uniformly…

Let $\k$ be a global function field in 1-variable over a finite extension of $\Fp$, $p$ prime, $\infty$ a fixed place of $\k$, and $\A$ the ring of functions of $\k$ regular outside of $\infty$. Let $E$ be a Drinfeld module or $T$-module.…

We present a straightforward discretization of the Bessel functions $J_n(x)$ to discrete counterparts $B^{(N)}_n(x_m)$, of $N$ integer orders $n$ on $N$ integer points $x_m \equiv m$, that we call discrete Bessel functions. These are built…

We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove…

Let $X=\{X(t):t\geq0\}$ be an operator semistable L\'evy process in $\mathbb{R}^d$ with exponent $E$, where $E$ is an invertible linear operator on $\mathbb{R}^d$. For an arbitrary Borel set $B\subseteq\mathbb{R}_+$ we interpret the graph…

A new generalization of the modified Bessel function of the second kind $K_{z}(x)$ is studied. Elegant series and integral representations, a differential-difference equation and asymptotic expansions are obtained for it thereby…

Let $L:= -a(x) (-\Delta)^{\alpha/2}+ (b(x), \nabla)$, where $\alpha\in (0,2)$, and $a:\rd\to (0,\infty)$, $b: \rd\to \rd$. Under certain regularity assumptions on the coefficients $a$ and $b$, we associate with the $C_\infty(\rd)$-closure…

The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. An elliptic operator of second order is considered on a plane bounded region $G$. Its domain of definition consists of continuous…

By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…

In this article, we consider joint returns to zero of $n$ Bessel processes ($n\geq 2$): our main goal is to estimate the probability that they avoid having joint returns to zero for a long time. More precisely, considering $n$ independent…

In this paper we study fractional powers of the Bessel differential operator defined on a semiaxis. Some important properties of such fractional powers of the Bessel differential operator are proved. They include connections with Legendre…

We study the relation between L\'evy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear L\'evy processes and nonlinear Markovian convolution…

This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller…

We provide a uniform construction of $L^2$-models for all small unitary representations in degenerate principal series of semisimple Lie groups which are induced from maximal parabolic subgroups with abelian nilradical. This generalizes…

Let $B$ be a $d$-dimensional Gaussian process on $\mathbb{R}$, where the component are independents copies of a scalar Gaussian process $B_0$ on $\mathbb{R}_+$ with a given general variance function…

In this article we prove that the heat kernel attached to the non-archimedean elliptic pseudodifferential operators determine a Feller semigroup and a uniformly stochastically continuous C_0 transition function of some strong Markov…

In this paper, we introduce a new multiple-parameters (multi-index) extension of the Wright function that arises from an eigenvalue problem for a case of hyper-Bessel operator involving Caputo fractional derivatives. We show that by giving…

We study the geometry and partial differential equations arising from the consideration of Frobenius determinants, also called-group-determinants. This leads us to address some aspects of twistor theory as well as some extensions of Bessel…