Asymptotics of the probability distributions of the first hitting times of Bessel processes (Q743078)
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scientific article
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| English | Asymptotics of the probability distributions of the first hitting times of Bessel processes |
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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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