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Renewal series and square-root boundaries for Bessel processes

   
@article{ECP1436,
	author = {Nathanael Enriquez and Christophe Sabot and Marc Yor},
	title = {Renewal series and  square-root boundaries for Bessel processes},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {13},
	year = {2008},
	keywords = {Bessel processes, renewal series, exponential functionals, square-root boundaries},
	abstract = {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 extends classical results by Breiman and Shepp, concerning   Brownian motion, and recovers by different means,  extensions for Bessel processes, obtained independently by Delong and Yor.},
	pages = {no. 59, 649-652},
	issn = {1083-589X},
	doi = {10.1214/ECP.v13-1436},    
        url = {http://ecp.ejpecp.org/article/view/1436}}