Fourier–Bessel heat kernel estimates

We provide sharp two-sided estimates of the Fourier–Bessel heat kernel and we give sharp two-sided estimates of the transition probability density for the Bessel process in (0,1) killed at 1 and killed or reflected at 0.

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Bibliographic Details
Published in:Journal of mathematical analysis and applications 2016-07, Vol.439 (1), p.91-102
Main Authors: Małecki, Jacek, Serafin, Grzegorz, Zorawik, Tomasz
Format: Article
Language:English
Subjects:
Bessel process
Fourier–Bessel heat kernel
Sharp estimate
Transition density
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Description
Summary:We provide sharp two-sided estimates of the Fourier–Bessel heat kernel and we give sharp two-sided estimates of the transition probability density for the Bessel process in (0,1) killed at 1 and killed or reflected at 0.
ISSN:0022-247X
1096-0813
DOI:10.1016/j.jmaa.2016.02.051