Renewal series and square-root boundaries for Bessel processes.

Enriquez, Nathanael; Sabot, Christophe; Yor, Marc

Electronic Communications in Probability [electronic only] (2008)

  • Volume: 13, page 649-652
  • ISSN: 1083-589X

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Enriquez, Nathanael, Sabot, Christophe, and Yor, Marc. "Renewal series and square-root boundaries for Bessel processes.." Electronic Communications in Probability [electronic only] 13 (2008): 649-652. <http://eudml.org/doc/228504>.

@article{Enriquez2008,
author = {Enriquez, Nathanael, Sabot, Christophe, Yor, Marc},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Bessel processes; renewal series; exponential functionals; square-root boundaries},
language = {eng},
pages = {649-652},
publisher = {University of Washington},
title = {Renewal series and square-root boundaries for Bessel processes.},
url = {http://eudml.org/doc/228504},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Enriquez, Nathanael
AU - Sabot, Christophe
AU - Yor, Marc
TI - Renewal series and square-root boundaries for Bessel processes.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 649
EP - 652
LA - eng
KW - Bessel processes; renewal series; exponential functionals; square-root boundaries
UR - http://eudml.org/doc/228504
ER -

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