V. I. Piterbarg, I. V. Rodionov, “High excursions of Bessel process and other processes of Bessel type”, Dokl. Akad. Nauk, 2019, Volume 487, Number 3,Pages <nobr>238–241</nobr>

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Dokl. Akad. Nauk, 2019, Volume 487, Number 3, Pages 238–241 (Mi dan47617)

High excursions of Bessel process and other processes of Bessel type

V. I. Piterbarg^ab, I. V. Rodionov^cd

^a Lomonosov Moscow State University
^b Scientific Research Institute for System Analysis of the Russian Academy of Sciences, Moscow
^c V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow
^d Moscow Institute of Physics and Technology (State University), Dolgoprudny, Moscow region

Received: 11.04.2019

DOI: 10.31857/S0869-56524873238-241

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© Steklov Math. Inst. of RAS, 2024