Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions

Cites Work

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Diffusion hitting times and the bell-shape
Poisson kernels of half-spaces in real hyperbolic spaces
Stopping times of Bessel processes
Unimodality of passage times for one-dimensional strong Markov processes
Estimation of moments of sums of independent real random variables
Uniform upper and lower bounds on the zeros of Bessel functions of the first kind
Hitting times of Bessel processes
The probability distributions of the first hitting times of Bessel processes
The probability densities of the first hitting times of Bessel processes
Exit times densities of the Bessel process
Eigenvalue expansions for diffusion hitting times
A Series Expansion for the First Positive Zero of the Bessel Functions
Invariance formulas for stopping times of squared Bessel process
Hitting time distributions of single points for 1-dimensional generalized diffusion processes
Tail and moment estimates for sums of independent random variables with logarithmically concave tails
Asymptotic Behaviour and Estimates of Slowly Varying Convolution Semigroups
Hitting distributions of geometric Brownian motion
First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
Brownian Motion

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