On certain integral functionals of squared Bessel processes (Q2804020)
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scientific article; zbMATH DE number 6574568
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| English | On certain integral functionals of squared Bessel processes |
scientific article; zbMATH DE number 6574568 |
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On certain integral functionals of squared Bessel processes (English)
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27 April 2016
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Bessel processes
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integral functionals
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modified Bessel functions
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first passage times
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last passage times
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small deviations
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Chung's law of the iterated logarithm
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non-homogeneous Feller jump process
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subordinator
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interest rate derivatives
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0.807273268699646
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0.7837168574333191
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