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Asymptotic expansions for the first hitting times of Bessel processes

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creativeworkseries.issn1232-9274
dc.contributor.authorHamana, Yuji
dc.contributor.authorKaikura, Ryo
dc.contributor.authorShinozaki, Kosuke
dc.date.available2025-06-05T06:41:32Z
dc.date.issued2021
dc.descriptionBibliogr. 536.
dc.description.abstractWe study a precise asymptotic behavior of the tail probability of the first hitting time of the Bessel process. We deduce the order of the third term and decide the explicit form of its coefficient.en
dc.description.placeOfPublicationKraków
dc.description.versionwersja wydawnicza
dc.identifier.doihttps://doi.org/10.7494/OpMath.2021.41.4.509
dc.identifier.eissn2300-6919
dc.identifier.issn1232-9274
dc.identifier.urihttps://repo.agh.edu.pl/handle/AGH/112971
dc.language.isoeng
dc.publisherWydawnictwa AGH
dc.relation.ispartofOpuscula Mathematica
dc.rightsAttribution 4.0 International
dc.rights.accessotwarty dostęp
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/legalcode
dc.subjectBessel processen
dc.subjecthitting timeen
dc.subjecttail probabilityen
dc.subjectmodified Bessel functionen
dc.subjectasymptotic expansionen
dc.subjectLaplace transformen
dc.titleAsymptotic expansions for the first hitting times of Bessel processesen
dc.title.relatedOpuscula Mathematicaen
dc.typeartykuł
dspace.entity.typePublication
publicationissue.issueNumberNo. 4
publicationissue.paginationpp. 509-537
publicationvolume.volumeNumberVol. 41
relation.isJournalIssueOfPublication7c1a3a82-35b0-48a0-a479-297ef14d903a
relation.isJournalIssueOfPublication.latestForDiscovery7c1a3a82-35b0-48a0-a479-297ef14d903a
relation.isJournalOfPublication304b3b9b-59b9-4830-9178-93a77e6afbc7

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