Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes (Q6039593)

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scientific article; zbMATH DE number 7687895
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Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 7687895

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    Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes (English)
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    23 May 2023
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    Bessel process
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    confluent hypergeometric function
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    first hitting time
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    radial Ornstein-Uhlenbeck process
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    square-root boundary
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