1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.PR2015
Exit times densities of Bessel process
Grzegorz Serafin
We examine the density functions of the first exit times of the Bessel process from the intervals [0,1) and (0,1). First, we express them by means of the transition density functio…
math.CA2015★ 1 cited
Fourier-Bessel heat kernel estimates
Jacek Malecki, Grzegorz Serafin, Tomasz Zorawik
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) k…