On functionals of excursions for Bessel processes with negative index (Q4615044)
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scientific article; zbMATH DE number 7010883
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| English | On functionals of excursions for Bessel processes with negative index |
scientific article; zbMATH DE number 7010883 |
Statements
On functionals of excursions for Bessel processes with negative index (English)
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1 February 2019
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squared Bessel process
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excursions of Markov process
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characteristic measure
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first hitting time of \(z\)
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0.7894457578659058
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0.7694624066352844
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0.7622066736221313
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