Pages that link to "Item:Q4229741"
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The following pages link to Diffusion in a one-dimensional random medium and hyperbolic Brownian motion (Q4229741):
Displaying 23 items.
- Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres (Q383669) (← links)
- Random ballistic growth and diffusion in symmetric spaces (Q447391) (← links)
- On Bougerol and Dufresne's identities for exponential Brownian functionals (Q1283165) (← links)
- Brownian motion on the hyperbolic plane and Selberg trace formula (Q1284439) (← links)
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
- The Lyapunov exponent of products of random \(2\times 2\) matrices close to the identity (Q1942210) (← links)
- Revisiting integral functionals of geometric Brownian motion (Q2197607) (← links)
- On the asymptotic behavior of the hyperbolic Brownian motion (Q2250975) (← links)
- Random spherical hyperbolic diffusion (Q2283148) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- Travelling randomly on the Poincaré half-plane with a Pythagorean compass (Q2473364) (← links)
- Multi-skewed Brownian motion and diffusion in layered media (Q3093459) (← links)
- On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914) (← links)
- A DIRECT SOLUTION TO THE FOKKER–PLANCK EQUATION FOR EXPONENTIAL BROWNIAN FUNCTIONALS (Q3580191) (← links)
- Random motions at finite velocity in a non-Euclidean space (Q3590753) (← links)
- A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (Q4618067) (← links)
- Geometric bounds on certain sublinear functionals of geometric Brownian motion (Q4819504) (← links)
- Large deviations for the density and current in non-equilibrium-steady-states on disordered rings (Q5006907) (← links)
- Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731) (← links)
- Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates (Q5152587) (← links)
- Hyperbolic and fractional hyperbolic Brownian motion (Q5433509) (← links)
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
- Random walk with hyperbolic probabilities (Q5856039) (← links)
