Hitting times of hyperbolic Bessel processes
Volume 175 / 2024
Colloquium Mathematicum 175 (2024), 163-182
MSC: Primary 60J60; Secondary 60E10, 60G40
DOI: 10.4064/cm9222-2-2024
Published online: 29 April 2024
Abstract
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.
