Asymptotic expansions for the first hitting times of Bessel processes (Q5161636)
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scientific article; zbMATH DE number 7417937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions for the first hitting times of Bessel processes |
scientific article; zbMATH DE number 7417937 |
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Asymptotic expansions for the first hitting times of Bessel processes (English)
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1 November 2021
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Bessel process
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hitting time
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tail probability
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modified Bessel function
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asymptotic expansion
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Laplace transform
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