{"paper":{"title":"Bismut-Elworthy-Li formulae for Bessel processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Henri Elad Altman","submitted_at":"2017-04-14T13:56:06Z","abstract_excerpt":"In this article we are interested in the differentiability property of the Markovian semi-group corresponding to the Bessel processes of nonnegative dimension. More precisely, for all $\\delta \\geq 0$ and $T>0$, we compute the derivative of the function $x \\mapsto P^{\\delta}_{T} F (x) $, where $(P^{\\delta}_{t})_{t \\geq 0}$ is the transition semi-group associated to the $\\delta$ - dimensional Bessel process, and $F$ is any bounded Borel function on $\\mathbb{R}_{+}$. The obtained expression shows a nice interplay between the transition semi-groups of the $\\delta$ - and the $(\\delta + 2)$-dimensio"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1704.04423","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}