Further studies on square-root boundaries for Bessel processes

DOI10.1214/18-ECP139zbMath1397.60079arXiv1709.08923OpenAlexW2963006526MaRDI QIDQ1663749

Hiroyuki Matsumoto, Larbi Alili

Publication date: 23 August 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.08923

zbMATH Keywords

Bessel processesexponential functionalssquare-root boundariesrandom affine equations

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Self-similar stochastic processes (60G18)

Related Items (1)

Turán inequalities and complete monotonicity for a class of entire functions

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