The first exit time for a Bessel process from the minimum and maximum random domains
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Publication:734693
DOI10.1016/j.spl.2009.07.001zbMath1184.60033OpenAlexW1988731743MaRDI QIDQ734693
Dawei Lu, Lixin Song, Jinghai Feng
Publication date: 13 October 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.001
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Cites Work
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- Some inequalities for Gaussian processes and applications
- The first exit time of a Brownian motion from an unbounded convex domain
- ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF NONEXIT PROBABILITIES OF A WIENER PROCESS TO A MOVING BOUNDARY
- First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
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