The probability densities of the first hitting times of Bessel processes

zbMath1302.60063arXiv1206.2120MaRDI QIDQ2935592

Yuji Hamana, Hiroyuki Matsumoto

Publication date: 30 December 2014

Full work available at URL: https://arxiv.org/abs/1206.2120

zbMATH Keywords

Bessel processBessel functionsfirst hitting time

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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