## Electronic Communications in Probability

### Further studies on square-root boundaries for Bessel processes

#### Abstract

We look at decompositions of perpetuities and apply them to the study of the distributions of hitting times of Bessel processes of two types of square root boundaries. These distributions are linked giving a new proof of some Mellin transforms results obtained by DeLong [6] and Yor [17]. Several random factorizations and characterizations of the studied distributions are established.

#### Article information

Source
Electron. Commun. Probab., Volume 23 (2018), paper no. 39, 9 pp.

Dates
Accepted: 29 May 2018
First available in Project Euclid: 20 June 2018

https://projecteuclid.org/euclid.ecp/1529460064

Digital Object Identifier
doi:10.1214/18-ECP139

Mathematical Reviews number (MathSciNet)
MR3820129

Zentralblatt MATH identifier
1397.60079

#### Citation

Alili, Larbi; Matsumoto, Hiroyuki. Further studies on square-root boundaries for Bessel processes. Electron. Commun. Probab. 23 (2018), paper no. 39, 9 pp. doi:10.1214/18-ECP139. https://projecteuclid.org/euclid.ecp/1529460064

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