7 citations · 9 across the 2 of their papers we have counts for
2 papers
math.AP2015★ 2 cited
Heat kernel estimates for the Bessel differential operator in half-line
Kamil Bogus, Jacek Malecki
In the paper we consider the Bessel differential operator L^(μ)=\dfrac{d^2}{dx^2}+\dfrac{2μ+1}{x}\dfrac{d}{dx} in half-line (a,\infty), a>0, and its Dirichlet heat kernel p_a^(μ)(t…
math.PR2010★ 7 cited
Hitting times of Bessel processes
Tomasz Byczkowski, Jacek Malecki, Michal Ryznar
Let be the first hitting time of the point 1 by the Bessel process with index starting from . Using an integral formula for the density of…