β-Jacobi processes

DOI10.1515/APAM.2010.019zbMath1207.60042arXiv0901.0324OpenAlexW2062996940MaRDI QIDQ4933461

Nizar Demni

Publication date: 13 October 2010

Published in: Advances in Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.0324

zbMATH Keywords

hitting timemultivariate Jacobi polynomialsstrong uniqueness\(\beta\)-Jacobi processesprincipal Weyl alcoveroot system of type \(BC\)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cites Work

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