Hitting times of hyperbolic Bessel processes

Autorzy

Dane publikacji

  • DOI: 10.4064/cm9222-2-2024

  • Tom 175

  • Zeszyt 2

  • Czasopismo: Colloquium Mathematicum

  • Strony: 163-182

  • Data publikacji online: 28.04.2024

Liczba wyświetleń: 0

Liczba pobrań: 0

Abstrakt

We investigate the first hitting time to a point of a hyperbolic Bessel process which is the generalization of the radial part of Brownian motion on a hyperbolic space. We give the Laplace transform of the hitting time and the probability that the hyperbolic Bessel process reaches a given point in some time. Moreover, the limiting behavior of the expectation of the hitting time is computed. These results are improvements of some preceding results.