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20102021
most citedAsymptotics of the densities of the first passage time distributions for Bessel diffusions

7 citations · 22 across the 17 of their papers we have counts for

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Showing 2016Show all

3 papers · 1 filter

math.PR2016★ 4 cited

Asymptotic behaviour of a random walk killed on a finite set

Kohei Uchiyama

We study asymptotic behavior, for large time , of the transition probability of a two-dimensional random walk killed when entering into a non-empty finite subset . We show th…

math.PR2016

The transition density of Brownian motion killed on a bounded set

Kohei Uchiyama

We study the transition density of a standard two-dimensional Brownian motion killed when hitting a bounded Borel set . We derive the asymptotic form of the density, say $p^A_t(…

math.PR2016

One dimensional random walk killed on a finite set

Kohei Uchiyama

We study the transition probability, say , of a one-dimensional random walk on the integer lattice killed when entering into a non-empty finite set . The random walk…