{
  "id": "1709.08923",
  "version": "v1",
  "published": "2017-09-26T10:12:13.000Z",
  "updated": "2017-09-26T10:12:13.000Z",
  "title": "Further studies on square-root boundaries for Bessel processes",
  "authors": [
    "Larbi Alili",
    "Hiroyuki Matsumoto"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We look at decompositions of perpetuities and apply that to the study of the distributions of hitting times of Bessel processes of two types of square root boundaries. These distributions are linked giving a new proof of some Mellin transforms results obtained by David M. DeLong and M. Yor. Several random factorizations and characterizations of the studied distributions are established.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-09-26T10:12:13.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G40",
      "60J65",
      "60G18",
      "60J60"
    ],
    "keywords": [
      "bessel processes",
      "square-root boundaries",
      "square root boundaries",
      "distributions",
      "mellin transforms results"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}