文章基本信息

标题：Further studies on square-root boundaries for Bessel processes
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作者：Larbi Alili ; Hiroyuki Matsumoto
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2018
卷号：23
DOI：10.1214/18-ECP139
语种：English
出版社：Electronic Communications in Probability
摘要：We look at decompositions of perpetuities and apply them to the study of the distributions of hitting times of Bessel processes of two types of square root boundaries. These distributions are linked giving a new proof of some Mellin transforms results obtained by DeLong [6] and Yor [17]. Several random factorizations and characterizations of the studied distributions are established.