Precise asymptotic formulae for the first hitting times of Bessel processes (Q2414076)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precise asymptotic formulae for the first hitting times of Bessel processes |
scientific article |
Statements
Precise asymptotic formulae for the first hitting times of Bessel processes (English)
0 references
10 May 2019
0 references
Bessel process
0 references
hitting time
0 references
tail probability
0 references