pith. sign in

arxiv: 1309.3249 · v1 · pith:5LOGW4Q3new · submitted 2013-09-12 · 🧮 math.PR

Sharp estimates of transition probability density for Bessel process in half-line

classification 🧮 math.PR
keywords besseldensityestimatesprobabilityprocesssharptransitionevery
0
0 comments X
read the original 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.