## Asymptotics of the densities of the first passage time distributions for Bessel diffusions

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**367**(2015), 2719-2742 Request permission

## Abstract:

This paper concerns the first passage times to a point $a >0$, denoted by $\sigma _a$, of Bessel processes. We are interested in the case when the process starts at $x>a$ and we compute the densities of the distributions of $\sigma _a$ to obtain the exact asymptotic forms of them as $t\to \infty$ that are valid uniformly in $x>a$ for every order of the Bessel process.## References

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## Additional Information

**Kôhei Uchiyama**- Affiliation: Department of Mathematics, Tokyo Institute of Technology, Oh-okayama, Meguro Tokyo 152-8551, Japan
- Email: uchiyama@math.titech.ac.jp
- Received by editor(s): August 3, 2012
- Received by editor(s) in revised form: March 11, 2013
- Published electronically: September 4, 2014
- © Copyright 2014
American Mathematical Society

The copyright for this article reverts to public domain 28 years after publication. - Journal: Trans. Amer. Math. Soc.
**367**(2015), 2719-2742 - MSC (2010): Primary 60J65; Secondary 60J60
- DOI: https://doi.org/10.1090/S0002-9947-2014-06155-2
- MathSciNet review: 3301879