Dirichlet form analysis of the Jacobi process

DOI10.1016/j.spa.2022.12.002OpenAlexW3210688228MaRDI QIDQ2685911

Martin Grothaus, Max Sauerbrey

Publication date: 23 February 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.01693

zbMATH Keywords

hypergeometric functionsDirichlet formWright-Fisher diffusionJacobi process

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Population dynamics (general) (92D25) Classical hypergeometric functions, ({}_2F_1) (33C05) Dirichlet form methods in Markov processes (60J46)

Cites Work

• Embeddings of weighted Sobolev spaces and generalized Caffarelli-Kohn-Nirenberg inequalities
• Dirichlet forms associated with linear diffusions
• Dirichlet forms and symmetric Markov processes.
• An interest rate model with upper and lower bounds
• Weighted integral inequalities with the geometric mean operator
• Modeling the intraday electricity demand in Germany
• Ewens sampling formulae with and without selection
• Wright–Fisher Diffusion in One Dimension
• Foundations of Modern Probability
• The Jacobi diffusion process as a neuronal model
• On symmetric linear diffusions
• Polynomial Processes for Power Prices
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
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