scholarly journals Simulation of hitting times for Bessel processes with non-integer dimension

Bernoulli ◽  
2017 ◽  
Vol 23 (4B) ◽  
pp. 3744-3771 ◽  
Author(s):  
Madalina Deaconu ◽  
Samuel Herrmann
Keyword(s):  
Hitting Times ◽  
Bessel Processes

scholarly journals Hitting times for Bessel processes

2015 ◽  
Vol 9 (1) ◽  
Author(s):  
Gerardo Hernández-del-Valle ◽  
Carlos G Pacheco
Keyword(s):  
Hitting Times ◽  
Bessel Processes

scholarly journals Asymptotic expansions for the first hitting times of Bessel processes

2021 ◽  
Vol 41 (4) ◽  
pp. 509-537
Author(s):  
Yuji Hamana ◽  
Ryo Kaikura ◽  
Kosuke Shinozaki
Keyword(s):  
Asymptotic Behavior ◽  
Asymptotic Expansions ◽  
Tail Probability ◽  
Bessel Process ◽  
Hitting Times ◽  
First Hitting Time ◽  
Bessel Processes ◽  
The Third ◽  
First Hitting Times ◽  
Precise Asymptotic

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.

scholarly journals Hitting Times of Bessel Processes

2012 ◽  
Vol 38 (3) ◽  
pp. 753-786 ◽  
Author(s):  
T. Byczkowski ◽  
J. Małecki ◽  
M. Ryznar
Keyword(s):  
Hitting Times ◽  
Bessel Processes
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