Persistence and exit times for some additive functionals of skew Bessel processes
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Publication:2224967
DOI10.1007/s10959-019-00966-1zbMath1469.60251arXiv1905.10196OpenAlexW2992262850WikidataQ126649659 ScholiaQ126649659MaRDI QIDQ2224967
Publication date: 4 February 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.10196
Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Self-similar stochastic processes (60G18)
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Cites Work
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