Asymptotics of the densities of the first passage time distributions for Bessel diffusions (Q5496676)
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scientific article; zbMATH DE number 6394314
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| English | Asymptotics of the densities of the first passage time distributions for Bessel diffusions |
scientific article; zbMATH DE number 6394314 |
Statements
Asymptotics of the densities of the first passage time distributions for Bessel diffusions (English)
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2 February 2015
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Bessel diffusions
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first passage times
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density asymptotics
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0.8312736749649048
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0.8301204442977905
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0.8258942365646362
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0.8173090219497681
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