A survey and some generalizations of Bessel processes (Q1395943): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.3150/bj/1068128980 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2057864604 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 03:21, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A survey and some generalizations of Bessel processes |
scientific article |
Statements
A survey and some generalizations of Bessel processes (English)
0 references
2003
0 references
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.
0 references
Bessel processes
0 references
squared Ornstein-Uhlenbeck processes
0 references
hitting times
0 references