The probability distributions of the first hitting times of Bessel processes

Yuji Hamana, Hiroyuki Matsumoto

Source record

Source: Crossref

Published: Mar 5, 2013

DOI: 10.1090/s0002-9947-2013-05799-6

Open original source ↗

Source abstract

We consider the first hitting times of the Bessel processes. We give explicit expressions for the distribution functions by means of the zeros of the Bessel functions. The resulting formula is simpler and easier to treat than the corresponding results which have already been obtained.

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.