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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| English | Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7687895 |
Statements
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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0.8556473255157471
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0.8304939270019531
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0.8284696936607361
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0.8277353644371033
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