Asymptotic behavior of the transition density of an ergodic linear diffusion

DOI10.2977/PRIMS/81zbMath1264.60061MaRDI QIDQ713086

Yuji Kasahara

Publication date: 26 October 2012

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

zbMATH Keywords

diffusiontransition densityTauberian theoremKrein's correspondence

Mathematics Subject Classification ID

Sturm-Liouville theory (34B24) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Related Items (2)

Stochastics and dynamics of fractals ⋮ Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions

Cites Work

• Krein's strings with singular left boundary
• Asymptotic behavior of spectral measures of Krein's and Kotani's strings
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