A survey and some generalizations of Bessel processes (Q1395943): Difference between revisions

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Latest revision as of 03:21, 20 March 2024

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A survey and some generalizations of Bessel processes
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    A survey and some generalizations of Bessel processes (English)
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    2003
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    Explicit expressions for the Laplace transforms of first hitting times by (squared) radial Ornstein-Uhlenbeck processes, in particular Bessel processes, are derived. Furthermore, Bessel and squared Ornstein-Uhlenbeck processes with negative dimensions or negative starting points are analyzed.
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    Bessel processes
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    squared Ornstein-Uhlenbeck processes
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    hitting times
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