TY  - JOUR
ID  - Hamana2021
LB  - Hamana2021
AU  - Hamana, Yuji
AU  - Kaikura, Ryo
AU  - Shinozaki, Kosuke
TI  - Asymptotic expansions for the first hitting times of Bessel processes
ST  - Asymptotic expansions for the first hitting times of Bessel processes
JO  - Opuscula Math.
JA  - Opuscula Math.
JF  - Opuscula Mathematica
PY  - 2021
VL  - 41
IS  - 4
SP  - 509
EP  - 537
DO  - https://doi.org/10.7494/OpMath.2021.41.4.509
UR  - https://doi.org/10.7494/OpMath.2021.41.4.509
AB  - 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.
KW  - Bessel process
KW  - hitting time
KW  - tail probability
KW  - modified Bessel function
KW  - asymptotic expansion
KW  - Laplace transform
SN  - 1232-9274
ER  -