Kyoto Journal of Mathematics

Diffusions with Bessel-like drifts

Yuji Kasahara and Shin’ichi Kotani

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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.

Article information

Source
Kyoto J. Math., Volume 55, Number 4 (2015), 773-797.

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

Permanent link to this document
https://projecteuclid.org/euclid.kjm/1448460078

Digital Object Identifier
doi:10.1215/21562261-3157739

Mathematical Reviews number (MathSciNet)
MR3479309

Zentralblatt MATH identifier
1331.60157

Subjects
Primary: 60J60: Diffusion processes [See also 58J65]
Secondary: 34B24: Sturm-Liouville theory [See also 34Lxx]

Keywords
Spectral measure diffusion transition density Tauberian theorem

Citation

Kasahara, Yuji; Kotani, Shin’ichi. Diffusions with Bessel-like drifts. Kyoto J. Math. 55 (2015), no. 4, 773--797. doi:10.1215/21562261-3157739. https://projecteuclid.org/euclid.kjm/1448460078


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