<journal article>
The probability densities of the first hitting times of Bessel processes
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Abstract | We are concerned with the first hitting times of the Bessel processes. We give explicit expressions for the densities by means of the zeros of the Bessel functions and show their asymptotic behavior. |
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2012B-2 | 107 KB | 238 |
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Created Date | 2014.01.07 |
Modified Date | 2020.11.02 |