Hitting times of Bessel processes

Tomasz Byczkowski, Jacek Malecki, Michal Ryznar

Let $T_1^{(\mu )}$ be the first hitting time of the point 1 by the Bessel process with index $\mu \in \mathbb{R}$ starting from $x>1$. Using an integral formula for the density $q_x^{(\mu )}(t)$ of…