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文章基本信息

  • 标题:Further studies on square-root boundaries for Bessel processes
  • 本地全文:下载
  • 作者:Larbi Alili ; Hiroyuki Matsumoto
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2018
  • 卷号:23
  • DOI:10.1214/18-ECP139
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:We look at decompositions of perpetuities and apply them to the study of the distributions of hitting times of Bessel processes of two types of square root boundaries. These distributions are linked giving a new proof of some Mellin transforms results obtained by DeLong [6] and Yor [17]. Several random factorizations and characterizations of the studied distributions are established.
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