Song, Lixin; Lu, Dawei; Feng, Jinghai - In: Statistics & Probability Letters 79 (2009) 20, pp. 2115-2123
Consider two exit probabilities of the Bessel process B(s) where hi(x),i=1,2 are reversible nondecreasing lower semi-continuous convex functions on [0,[infinity]) with hi(0),i=1,2 finite. W1(s) and W2(s) are independent standard Brownian motions and independent of {B(s)[set membership,...