Invariance formulas for stopping times of squared Bessel process (Q4685698)
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scientific article; zbMATH DE number 6949205
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| English | Invariance formulas for stopping times of squared Bessel process |
scientific article; zbMATH DE number 6949205 |
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Invariance formulas for stopping times of squared Bessel process (English)
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9 October 2018
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squared Bessel process
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stopping time
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first hitting time
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functional of Brownian motion
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strong Markov property
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invariance formulas
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gamma and beta random variables
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0.741875410079956
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0.7274385094642639
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0.7242075204849243
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