Transition density of a hyperbolic Bessel process

DOI10.1214/16-ECP8zbMath1345.60092OpenAlexW2487042825MaRDI QIDQ303682

Tomasz Żak, Andrzej Pyć

Publication date: 22 August 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1469557024

zbMATH Keywords

transition densityhyperbolic Brownian motionhyperbolic Bessel process

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (1)

Bessel bridge representation for the heat kernel in hyperbolic space

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