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Heat kernel estimates for the Bessel differential operator in half‐line
Authors:Kamil Bogus  Jacek Ma?ecki
Institution:Wroc?aw University of Science and Technology, Faculty of Pure and Applied Mathematics, Wroc?aw, Poland
Abstract:In the paper we consider the Bessel differential operator urn:x-wiley:0025584X:media:mana201500163:mana201500163-math-0001 in half‐line urn:x-wiley:0025584X:media:mana201500163:mana201500163-math-0002, urn:x-wiley:0025584X:media:mana201500163:mana201500163-math-0003, and its Dirichlet heat kernel urn:x-wiley:0025584X:media:mana201500163:mana201500163-math-0004. For urn:x-wiley:0025584X:media:mana201500163:mana201500163-math-0005, by combining analytical and probabilistic methods, we provide sharp two‐sided estimates of the heat kernel for the whole range of the space parameters urn:x-wiley:0025584X:media:mana201500163:mana201500163-math-0006 and every urn:x-wiley:0025584X:media:mana201500163:mana201500163-math-0007, which complements the recent results given in 1 , where the case urn:x-wiley:0025584X:media:mana201500163:mana201500163-math-0008 was considered.
Keywords:Bessel differential operator  heat kernel  sharp estimate  half‐line  Bessel process  transition probability density  35K08  60J60
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