Year: 2013
Type: preprint
Abstract: In this paper we study the Bessel process R_t^{(μ)} with index μ\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^{(μ)}(t,x,y) for the whole range of space parameters x,y>a and every t>0.
Source: arXiv (Cornell University)
Authors: Bogus, Kamil, Malecki, Jacek
Institution: Wrocław University of Science and Technology
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2951393643