Hitting times of hyperbolic Bessel processes

DOI10.4064/cm9222-2-2024MaRDI QIDQ6614509

Lujia Zhang, Yuji Hamana

Publication date: 7 October 2024

Published in: Colloquium Mathematicum (Search for Journal in Brave)

zbMATH Keywords

associated Legendre functionsfirst hitting timehyperbolic Bessel process

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• The probability densities of the first hitting times of Bessel processes
• Eigenvalue expansions for diffusion hitting times
• First Passage Times for Symmetric Stable Processes in Space
• The probability distributions of the first hitting times of radial Ornstein–Uhlenbeck processes

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