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- W2059696569 abstract "We 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." @default.
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- W2059696569 date "2008-01-01" @default.
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- W2059696569 title "Renewal series and square-root boundaries for Bessel processes" @default.
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- W2059696569 doi "https://doi.org/10.1214/ecp.v13-1436" @default.
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