Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527394 | Stochastic Processes and their Applications | 2014 | 40 Pages |
Abstract
For αâR, let pR(t,x,x) denote the diagonal of the transition density of the α-Bessel process in (0,1], killed at 0 and reflected at 1. As a function of x, if either αâ¥3 or α=1, then for t>0, the diagonal is nondecreasing. This monotonicity property fails if 1â α<3.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Van Vo,