The probability densities of the first hitting times of Bessel processes - Collections

＜journal article＞
The probability densities of the first hitting times of Bessel processes

Creator	Creator Name Hamana, Yuji 濱名, 裕治ハマナ, ユウジ
Creator	Creator Name Matsumoto, Hiroyuki 松本, 裕行マツモト, ヒロユキ
Language	English
Publisher	Faculty of Mathematics, Kyushu University
Publisher	九州大学大学院数理学研究院
Date	2012-10
Source Title	Journal of Math-for-Industry (JMI)
Vol	4
Issue	B
First Page	91
Last Page	95
Publication Type	Version of Record
Access Rights	open access
Related DOI	JMI ; 2012B-2
Related DOI	Journal of Math-for-Industry \|\| 4(B) \|\| p91-95
	JMI \|\| 4(B) \|\| p91-95
	http://gcoe-mi.jp/
Related URI	Journal of Math-for-Industry \|\| 4(B) \|\| p91-95
	JMI \|\| 4(B) \|\| p91-95
	http://gcoe-mi.jp/
Relation	JMI ; 2012B-2
	Journal of Math-for-Industry \|\| 4(B) \|\| p91-95
	JMI \|\| 4(B) \|\| p91-95
	http://gcoe-mi.jp/
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.

File	FileType	Size	Views	Description
2012B-2	pdf	107 KB	215

Record ID	1397704
Peer-Reviewed	Refereed
Subject Terms	Bessel process
	first hitting time
	Bessel functions
ISSN	1884-4774
NCID	AA12444018
Notes	MI: Global COE Program Education-and-Research Hub for Mathematics-for-Industry
Notes	グローバルCOEプログラム「マス･フォア･インダストリ教育研究拠点」
Type	学術雑誌論文
Created Date	2014.01.07
Modified Date	2020.11.02