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2014 Asymptotics of the probability distributions of the first hitting times of Bessel processes
Yuji Hamana, Hiroyuki Matsumoto
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Electron. Commun. Probab. 19: 1-5 (2014). DOI: 10.1214/ECP.v19-3215

Abstract

The asymptotic behavior of the tail probabilities for the first hitting times of the Bessel process with arbitrary index is shown without using the explicit expressions for the distribution function obtained in the authors' previous works.

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Yuji Hamana. Hiroyuki Matsumoto. "Asymptotics of the probability distributions of the first hitting times of Bessel processes." Electron. Commun. Probab. 19 1 - 5, 2014. https://doi.org/10.1214/ECP.v19-3215

Information

Accepted: 30 January 2014; Published: 2014
First available in Project Euclid: 7 June 2016

zbMATH: 1309.60040
MathSciNet: MR3164752
Digital Object Identifier: 10.1214/ECP.v19-3215

Subjects:
Primary: 60G40

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