Timeline for Obtaining the distribution of the First Hitting time of the Bessel Process
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Jun 24, 2018 at 6:57 | vote | accept | fast_and_fourier | ||
| Jun 20, 2018 at 18:04 | comment | added | Mateusz Kwaśnicki | Oh, only now I noticed that the question asks about the hitting time of zero, not of an arbitrary point. The references that I gave above deal with the general case. | |
| Jun 20, 2018 at 16:39 | answer | added | Kostya_I | timeline score: 5 | |
| Jun 19, 2018 at 12:31 | comment | added | Mateusz Kwaśnicki | Did you take a look at the paper Hitting times of Bessel processes by my colleagues Byczkowski, Małecki and Ryznar? Google also suggests several other papers, including this and this. | |
| Jun 19, 2018 at 11:21 | history | edited | fast_and_fourier | CC BY-SA 4.0 |
edited title
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| Jun 19, 2018 at 10:49 | history | asked | fast_and_fourier | CC BY-SA 4.0 |