December 2021 Diffusions with Bessel–like drifts II
Yuji Kasahara, Shin'ichi Kotani
Tsukuba J. Math. 45(2): 171-187 (December 2021). DOI: 10.21099/tkbjm/20214502171

Abstract

Linear diffusions similar to Bessel processes are studied. The asymptotic behavior of the transition probability in the long term is discussed under the condition that the left boundary is regular-killing or exit-not-entrance.

Citation

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Yuji Kasahara. Shin'ichi Kotani. "Diffusions with Bessel–like drifts II." Tsukuba J. Math. 45 (2) 171 - 187, December 2021. https://doi.org/10.21099/tkbjm/20214502171

Information

Published: December 2021
First available in Project Euclid: 7 April 2022

Digital Object Identifier: 10.21099/tkbjm/20214502171

Subjects:
Primary: 60J60

Rights: Copyright © 2021 University of Tsukuba, Institute of Mathematics

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Vol.45 • No. 2 • December 2021
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