@Article{Hamana2021,
author = "Hamana, Yuji and Kaikura, Ryo and Shinozaki, Kosuke",
title = "Asymptotic expansions for the first hitting times of Bessel processes",
journal = "Opuscula Math.",
year = "2021",
volume = "41",
number = "4",
pages = "509--537",
doi = "https://doi.org/10.7494/OpMath.2021.41.4.509",
url = "https://doi.org/10.7494/OpMath.2021.41.4.509",
abstract = "We study a precise asymptotic behavior of the tail probability of the first hitting time of the Bessel process. We deduce the order of the third term and decide the explicit form of its coefficient.",
keywords = "Bessel process, hitting time, tail probability, modified Bessel function, asymptotic expansion, Laplace transform",
issn = "1232-9274"
}