Indexing metadata

Asymptotics of the probability distributions of the first hitting times of Bessel processes


 
Dublin Core PKP Metadata Items Metadata for this Document
 
1. Title Title of document Asymptotics of the probability distributions of the first hitting times of Bessel processes
 
2. Creator Author's name, affiliation, country Yuji Hamana; Kumamoto University; Japan
 
2. Creator Author's name, affiliation, country Hiroyuki Matsumoto; Aoyama Gakuin University; Japan
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Bessel process; hitting time; tail probability
 
3. Subject Subject classification 60G40
 
4. Description Abstract The asymptotic behavior of the tail probabilities for the first hitting times of the Bessel process with arbitrary index is shown without using the explicit expressions for the distribution function obtained in the authors' previous works.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2014-01-30
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/3215
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3215
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
15. Rights Copyright and permissions The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available.

Summary of the Creative Commons Attribution License

You are free
  • to copy, distribute, display, and perform the work
  • to make derivative works
  • to make commercial use of the work
under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.