Existence and properties of pseudo-inverses for Bessel and related processes
نویسندگان
چکیده
It is shown that the tail probability of a Bessel process is the distributio function of a random time which is related to first and last passage times of Bessel processes. AMS Classification 60 J 25, 60 J 60, 60 E 15, 60 G 44, 60 H 10.
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تاریخ انتشار 2008