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

Part of the Lecture Notes in Mathematics book series (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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© 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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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-61336-7

  • Online ISBN: 978-3-540-68463-3

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