Fourier-Bessel heat kernel estimates

2015/03/07 by Jacek Małecki, Malecki, Jacek, Grzegorz Serafin +3
Economics, Econometrics and Finance · Mathematics · #35K08 #42C05 #60J60 #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Numerical methods in inverse problems #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1503.02226

openalex publication_date 2015/03/07 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

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.

Related

• Heat kernel estimates for the Bessel differential operator in half-line
• Sharp estimates of transition probability density for Bessel process in half-line
• Asymptotic behaviour of the Bessel heat kernels
• Hardy perturbations of subordinated Bessel heat kernels
• Hitting times of Bessel processes