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most citedAsymptotics of the densities of the first passage time distributions for Bessel diffusions

7 citations · 22 across the 17 of their papers we have counts for

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math.PR2010

Asymptotic estimates of the distribution of Brownian hitting time of a disc

Kohei Uchiyama

The distribution of the first hitting time of a disc for the standard two dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform…