Renewal series and square-root boundaries for Bessel processes

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dc.creatorEnriquez, Nathanael
dc.creatorSabot, Christophe
dc.creatorYor, Marc
dc.date2008-06-19
dc.date.accessioned2026-07-07T12:19:38Z
dc.date.available2026-07-07T12:19:38Z
dc.descriptionWe 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.
dc.identifierhttps://arxiv.org/abs/0806.3197
dc.identifierhttp://arxiv.org/abs/0806.3197
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212822
dc.subjectProbability
dc.subject60G40, 60J57
dc.titleRenewal series and square-root boundaries for Bessel processes
dc.typetext

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