Sharp estimates of transition probability density for Bessel process in half-line
Probability
2013-09-13 v1
Abstract
In this paper we study the Bessel process R_t^{(\mu)} with index \mu\neq 0 starting from x>0 and killed when it reaches a positive level a, where x>a>0. We provide sharp estimates of the transition probability density p_a^{(\mu)}(t,x,y) for the whole range of space parameters x,y>a and every t>0.
Cite
@article{arxiv.1309.3249,
title = {Sharp estimates of transition probability density for Bessel process in half-line},
author = {Kamil Bogus and Jacek Malecki},
journal= {arXiv preprint arXiv:1309.3249},
year = {2013}
}
Comments
18 pages