Matsumoto–Yor Process and Infinite Dimensional Hyperbolic Space

DOI10.1007/978-3-319-18585-9_23zbMath1334.60172arXiv1408.2108OpenAlexW4298162533MaRDI QIDQ2798594

Philippe Bougerol

Publication date: 13 April 2016

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.2108

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (4)

CONTINUOUS ASSOCIATION SCHEMES AND HYPERGROUPS ⋮ The Brownian motion on 𝐴𝑓𝑓(ℝ) and quasi-local theorems ⋮ Limit theorems for multivariate Bessel processes in the freezing regime ⋮ Interacting diffusions on positive definite matrices

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