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How long does it take a transient Bessel process to reach its future infimum?

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Séminaire de Probabilités XXX

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1626))

Abstract

We establish an iterated logarithm law for the location of the future infimum of a transient Bessel process.

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Jacques Azéma Marc Yor Michel Emery

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© 1996 Springer-Verlag

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Shi, Z. (1996). How long does it take a transient Bessel process to reach its future infimum?. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXX. Lecture Notes in Mathematics, vol 1626. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094649

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  • DOI: https://doi.org/10.1007/BFb0094649

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  • Print ISBN: 978-3-540-61336-7

  • Online ISBN: 978-3-540-68463-3

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