Asymptotic Behavior of the Transition Density of an Ergodic Linear Diffusion

作者：Kasahara Yuji^*

来源：Publications of the Research Institute for Mathematical Sciences, 2012, 48(3): 565-578.

DOI：10.2977/PRIMS/81

• diffusion
• transition density
• Krein%26apos
• s correspondence
• Tauberian theorem

Positive recurrent diffusions on the line are treated. We study the asymptotic behavior of the transition density in the long term. The problem is equivalent to the study of Krein%26apos;s correspondence for bounded strings.

• 出版日期2012-9