Neumann Heat kernel monotonicity

Details Neumann Heat kernel monotonicity Neumann Heat kernel monotonicity

2007-07-29

arxiv.org/abs/0707.4299v1

Mathematics

Probability

Scientific paper

We prove that the diagonal of the transition probabilities for the
d-dimensional Bessel processes on (0, 1], reflected at 1, which we denote by
$p_R^N(t, r,r)$, is an increasing function of r for d>2 and that this is false
for d=2.

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