On the asymptotic behaviors of transition probability densities of one- dimensional diffusion processes

DOI10.2977/prims/1195190380zbMath0368.60089OpenAlexW2012838074MaRDI QIDQ1242602

Matsuyo Tomisaki

Publication date: 1977

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195190380

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Related Items (5)

Spectral theory of a string ⋮ Volterra integral equations of the first kind and applications to linear diffusions ⋮ Intersections of Brownian motions ⋮ A construction of diffusion processes with singular product measures ⋮ Time-non-local Pearson diffusions

Cites Work

• GENERALIZATION OF AN ASYMPTOTIC FORMULA OF V. A. MARČENKO FOR SPECTRAL FUNCTIONS OF A SECOND-ORDER BOUNDARY VALUE PROBLEM
• COMPARISON THEOREMS IN GENERALIZED DIFFUSION PROCESSES
• INTEGRAL CHARACTERISTICS OF THE GROWTH OF SPECTRAL FUNCTIONS FOR GENERALIZED SECOND ORDER BOUNDARY PROBLEMS WITH BOUNDARY CONDITIONS AT A REGULAR END
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