A survey and some generalizations of Bessel processes (Q1395943)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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