Asymptotics of the probability distributions of the first hitting times of Bessel processes (Q743078)
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scientific article; zbMATH DE number 6346950
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Asymptotics of the probability distributions of the first hitting times of Bessel processes |
scientific article; zbMATH DE number 6346950 |
Statements
Asymptotics of the probability distributions of the first hitting times of Bessel processes (English)
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22 September 2014
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Bessel processes
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first hitting times
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tail probability
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0.9169171452522278
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0.8837153911590576
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0.882630467414856
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0.8729385137557983
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0.8586519360542297
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