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math.PR2017
On the asymptotic behavior of Bessel-like diffusions
Yuuki Shimizu, Fumihiko Nakano
We derive the asymptotic behavior of the transition probability density of the Bessel-like diffusions for "dimension" .
math.PR2017
A remark on conditions that a diffusion in the natural scale is a martingale
Yuuki Shimizu, Fumihiko Nakano
We consider a diffusion processes on an interval in the natural scale. Some results are known under which is a martingale, and we give simple and analytic p…