Potential operators associated with absorbing Bessel processes

DOI10.3792/pjaa.56.93zbMath0463.60062OpenAlexW1990234514MaRDI QIDQ1153613

Junji Takeuchi

Publication date: 1980

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.56.93

zbMATH Keywords

potential operatorabsorbed Bessel process

Mathematics Subject Classification ID

Diffusion processes (60J60) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35)

Related Items (2)

Simulation of the CEV process and the local martingale property ⋮ Some results on Bessel processes

Cites Work

• On Martin Boundaries for the Direct Product of Markov Chains
• On the potential operators associated with Bessel processes
• The existence of the potential operator associated with an equicontinuous semigroup of class $(C_0)$
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