Some asymptotic formulae for Bessel process (Q3452086)
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scientific article; zbMATH DE number 6511336
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| English | Some asymptotic formulae for Bessel process |
scientific article; zbMATH DE number 6511336 |
Statements
18 November 2015
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Bessel process
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first hitting times
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asymptotic tail probability
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weak convergence
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global infimum
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local infima
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0.882630467414856
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0.8666008114814758
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0.8515560626983643
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0.8093221783638
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0.8079310655593872
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