Some results on Bessel processes (Q1068459)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some results on Bessel processes |
scientific article; zbMATH DE number 3932147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results on Bessel processes |
scientific article; zbMATH DE number 3932147 |
Statements
Some results on Bessel processes (English)
0 references
1985
0 references
The author presents necessary and sufficient conditions characterizing the domain of the potential operator of a reflecting Bessel process of index \(\alpha\), and a sufficient condition in the absorbing case. The moment of the hitting time of level r is computed in a unified way for both the reflecting and transient cases. He gives the equilibrium measures, capacities and equilibrium potentials of the intervals [0,r] and [r,\(\infty]\), respectively, for the reflecting ad absorbing cases.
0 references
domain of the potential operator of a reflecting Bessel process
0 references
hitting time
0 references
equilibrium measures
0 references
equilibrium potentials
0 references
