On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
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Publication:1945282
DOI10.1007/s10998-011-5075-2zbMath1274.60251arXiv1012.2038OpenAlexW2032768451MaRDI QIDQ1945282
Publication date: 5 April 2013
Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.2038
Bessel processBrownian bridgetime reversalhitting timereflecting Brownian motiontime inversionBessel bridgelinear boundary
Related Items (8)
Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) ⋮ Exit probability levels of diffusion processes ⋮ Gambling for resurrection and the heat equation on a triangle ⋮ A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption ⋮ Invariance formulas for stopping times of squared Bessel process ⋮ On first exit times and their means for Brownian bridges ⋮ Adaptive quantile computation for Brownian bridge in change-point analysis ⋮ On the First Time that a 3-D Bessel Bridge Hits a Boundary
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