文章基本信息

标题：Asymptotics of the probability distributions of the first hitting times of Bessel processes
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作者：Hamana, Yuji ; Matsumoto, Hiroyuki
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2014
卷号：19
页码：1-5
DOI：10.1214/ECP.v19-3215
语种：English
出版社：Electronic Communications in Probability
摘要：The asymptotic behavior of the tail probabilities for the first hitting times of the Bessel process with arbitrary index is shown without using the explicit expressions for the distribution function obtained in the authors' previous works.
关键词：Bessel process; hitting time; tail probability;60G40