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- W2890902126 abstract "Abstract We define scaled skew Bessel processes and determine their Green’s functions and semi-group densities. We prove that these processes satisfy the time inversion property although the corresponding densities of the semi-groups are not, in general, twice differentiable in the density and starting point arguments. Some characterizations and semi-martingale properties are given." @default.
- W2890902126 created "2018-09-27" @default.
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- W2890902126 date "2019-02-01" @default.
- W2890902126 modified "2023-10-14" @default.
- W2890902126 title "On the semi-group of a scaled skew Bessel process" @default.
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- W2890902126 doi "https://doi.org/10.1016/j.spl.2018.08.014" @default.
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