First hitting time for Bessel processes

DOI10.3792/pjaa.61.246zbMath0582.60075OpenAlexW2002920318MaRDI QIDQ1068458

Junji Takeuchi

Publication date: 1985

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.61.246

zbMATH Keywords

Bessel processfirst hitting timeDynkin formulas

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (2)

Remark on maximal inequalities for Bessel processes ⋮ Some results on Bessel processes

Cites Work

• Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
• A generalization of Dynkin's identity and some applications
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