Hypergeometric diffusion

DOI10.1007/s10958-009-9440-0zbMath1181.60120OpenAlexW4252703990MaRDI QIDQ1037010

A. N. Borodin

Publication date: 13 November 2009

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-009-9440-0

zbMATH Keywords

hypergeometric functionsdiffusion processeshyperbolic Bessel process

Mathematics Subject Classification ID

Diffusion processes (60J60) Classical hypergeometric functions, ({}_2F_1) (33C05)

Related Items (5)

On bounds for solutions of monotonic first-order difference-differential systems ⋮ On hyperbolic Bessel processes and beyond ⋮ On the asymptotic behavior of the hyperbolic Brownian motion ⋮ Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds ⋮ Explicit asymptotics on first passage times of diffusion processes

Cites Work

• Hyperbolic and fractional hyperbolic Brownian motion
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