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Title: Elementary solution of Bessel processes with boundary conditions
Authors: Takemura, Tomoko
Authors (alternative): 嶽村, 智子
Authors (transcription): たけむら, ともこ
Keywords: ementarys solutions; Bessel processes
Issue Date: 31-Mar-2008
Publisher: 奈良女子大学大学院人間文化研究科
Citation: Tomoko Takemura : Ann. Report of Graduate School of Humanities and Sciences Nara Women's University, Vol.23 , pp. 265-278
Abstract: We considere ementarys solutions of 2 dimensional Bessel processes on finite or infinite intervals, where some boundary conditions are posed at finite end points. The elementary solution of Bessel process on the interval (0, ∞) is well known. We give explicit spectral representations of elementary solutions of Bessel processes on intervals (0, a), (a, b), and (b, ∞) with various boundary conditions at a or b, where 0 < a < b < ∞. Our results imply that the elementarys solution corresponding to (b, ∞) converges to that corresponding to (0, ∞) as b → 0, and that corresponding to (a, b) converges to that corresponding to (0, b) as a → 0.
URI: http://hdl.handle.net/10935/2952
ISSN: 0913-2201
Appears in Collections:第23号

Please use this identifier to cite or link to this item: http://hdl.handle.net/10935/2952

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