Asymptotics of the densities of the first passage time distributions for Bessel diffusions

DOI10.1090/S0002-9947-2014-06155-2zbMath1330.60100arXiv1208.6071OpenAlexW3102404024MaRDI QIDQ5496676

Kôhei Uchiyama

Publication date: 2 February 2015

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.6071

zbMATH Keywords

first passage timesBessel diffusionsdensity asymptotics

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (5)

Density of space-time distribution of Brownian first hitting of a disc and a ball ⋮ Exit times densities of the Bessel process ⋮ The transition density of Brownian motion killed on a bounded set ⋮ Hitting times to spheres of Brownian motions with and without drifts ⋮ Asymptotic behaviour of the Bessel heat kernels

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