Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes (Q6039593)
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scientific article; zbMATH DE number 7687895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7687895 |
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Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes (English)
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23 May 2023
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Bessel process
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confluent hypergeometric function
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first hitting time
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radial Ornstein-Uhlenbeck process
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square-root boundary
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