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Asymptotics of the probability distributions of the first hitting times of Bessel processes. (English) Zbl 1309.60040

Summary: 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.

MSC:

60G40 Stopping times; optimal stopping problems; gambling theory
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