Fourier-Bessel heat kernel estimates

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:439

Article

Malecki, Jacek¹  Serafin, Grzegorz¹  Zorawik, Tomasz¹ 

[1] Wroclaw Univ Sci & Technol, Fac Pure & Appl Math, Ul Wybrzeie Wyspianskiego 27, PL-50370 Wroclaw, Poland

关键词: Fourier-Bessel heat kernel;    Sharp estimate;    Bessel process;    Transition density;   

DOI  :  10.1016/j.jmaa.2016.02.051

来源: Elsevier

【 摘 要 】

We provide sharp two-sided estimates of the Fourier Bessel heat kernel and we give sharp two-sided estimates of the transition probability density for the Bessel process in (0, 1) killed at 1 and killed or reflected at 0. (C) 2016 Elsevier Inc. All rights reserved.

【 授权许可】

Free