Further studies on square-root boundaries for Bessel processes (Q1663749)

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Further studies on square-root boundaries for Bessel processes
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    title
    Further studies on square-root boundaries for Bessel processes (English)
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    DOI
    10.1214/18-ECP139
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    author
    Larbi Alili
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    Hiroyuki Matsumoto
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    publication date
    23 August 2018
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    Mathematics Subject Classification ID
    60G40
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    60J65
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    60G18
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    60J60
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    zbMATH DE Number
    6924028
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    zbMATH Keywords
    Bessel processes
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    exponential functionals
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    random affine equations
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    square-root boundaries
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    arXiv ID
    1709.08923
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    OpenAlex ID
    W2963006526
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