Asymptotics of the probability distributions of the first hitting times of Bessel processes

Abstract

The asymptotic behavior of the tail probabilities for the first hitting times of the Bessel process with arbitrary index is shown without using the explicit expressions for the distribution function obtained in the authors' previous works.

Cited by in corpus (3)

• Limit theorems for Markovian Hawkes processes with a large initial intensity
• Hitting times to spheres of Brownian motions with and without drifts
• Some asymptotic formulae for Bessel process