Asymptotics of the probability distributions of the first hitting times of Bessel processes

作者：Hamana Yuji^*; Matsumoto Hiroyuki

来源：Electronic Communications in Probability, 2014, 19(0): 1-5.

DOI：10.1214/ECP.v19-3215

• Bessel process
• hitting time
• tail probability

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%26apos; previous works.

• 出版日期2014-1-30