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The first exit time for a Bessel process from the minimum and maximum random domains by Lixin Song; Dawei Lu; Jinghai Feng is a Mathematics article available to read on EtoBox.
What is The first exit time for a Bessel process from the minimum and maximum random domains about?
Consider two exit probabilities of the Bessel process |B(s)| where h i (x), i = 1, 2 are reversible nondecreasing lower semi-continuous convex functions on [0, ∞) with h i (0), i = 1, 2 finite. W 1 (s) and W 2 (s) are independent standard Brownian motions and independent of {B(s) ∈ R d , t ≥ 0}. Based on the specific relationship between h -1 1 (x) and h -1 2 (x), very useful estimates for the asymptotics of log P(•) are given by using Gaussian technique, respectively.
Who reads The first exit time for a Bessel process from the minimum and maximum random domains?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Lixin Song; Dawei Lu; Jinghai Feng
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-7152)
- Published
- 2009
- Language
- EN
- Field
- Mathematics (Physical Sciences)