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How long does it take a transient Bessel process to reach its future infimum?

  • Zhan Shi
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 1626)

Abstract

We establish an iterated logarithm law for the location of the future infimum of a transient Bessel process.

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Copyright information

© Springer-Verlag 1996

Authors and Affiliations

  • Zhan Shi
    • 1
  1. 1.L.S.T.A.-URA 1321Université Paris VIParis Cedex 05France

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