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most citedBallistic random walks in random environment at low disorder

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math.PR2008

Renewal series and square-root boundaries for Bessel processes

Nathanael Enriquez, Christophe Sabot, Marc Yor

We show how a description of Brownian exponential functionals as a renewal series gives access to the law of the hitting time of a square-root boundary by a Bessel process. This ex…