Open Access
December 2015 Diffusions with Bessel-like drifts
Yuji Kasahara, Shin’ichi Kotani
Kyoto J. Math. 55(4): 773-797 (December 2015). DOI: 10.1215/21562261-3157739

Abstract

Linear diffusions which are not far from Bessel diffusions are considered. Specifically, the regular variation of Feller’s canonical measure is interpreted in terms of the drift coefficient. As an application, the asymptotic behavior of the transition probability at large times is discussed.

Citation

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Yuji Kasahara. Shin’ichi Kotani. "Diffusions with Bessel-like drifts." Kyoto J. Math. 55 (4) 773 - 797, December 2015. https://doi.org/10.1215/21562261-3157739

Information

Received: 21 November 2013; Revised: 4 September 2014; Accepted: 16 September 2014; Published: December 2015
First available in Project Euclid: 25 November 2015

zbMATH: 1331.60157
MathSciNet: MR3479309
Digital Object Identifier: 10.1215/21562261-3157739

Subjects:
Primary: 60J60
Secondary: 34B24

Keywords: diffusion , spectral measure , Tauberian theorem , Transition density

Rights: Copyright © 2015 Kyoto University

Vol.55 • No. 4 • December 2015
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