The probability distributions of the first hitting times of Bessel processes

DOI10.1090/S0002-9947-2013-05799-6zbMath1273.60100arXiv1106.6132OpenAlexW2108910538MaRDI QIDQ2847193

Hiroyuki Matsumoto, Yuji Hamana

Publication date: 4 September 2013

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.6132

zbMATH Keywords

Bessel processBessel functionsfirst hitting time

Mathematics Subject Classification ID

Diffusion processes (60J60) Laplace transform (44A10) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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