Asymptotic expansions for the first hitting times of Bessel processes
We 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.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AGH Univeristy of Science and Technology Press
2021-07-01
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| Series: | Opuscula Mathematica |
| Subjects: | |
| Online Access: | https://www.opuscula.agh.edu.pl/vol41/4/art/opuscula_math_4125.pdf |