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Asymptotics of the densities of the first passage time distributions for Bessel diffusions - MaRDI portal

Asymptotics of the densities of the first passage time distributions for Bessel diffusions (Q5496676)

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scientific article; zbMATH DE number 6394314
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Asymptotics of the densities of the first passage time distributions for Bessel diffusions
scientific article; zbMATH DE number 6394314

    Statements

    Asymptotics of the densities of the first passage time distributions for Bessel diffusions (English)
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    2 February 2015
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    Bessel diffusions
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    first passage times
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    density asymptotics
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