Hyperbolic Ornstein-Uhlenbeck process

DOI10.1007/s10958-016-3135-0zbMath1356.60120OpenAlexW2547077227MaRDI QIDQ503987

A. N. Borodin

Publication date: 24 January 2017

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

Full work available at URL: https://doi.org/10.1007/s10958-016-3135-0

zbMATH Keywords

hyperbolic Ornstein-Uhlenbeck processeshypergeometric diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items

Conditioning two diffusion processes with respect to their first-encounter properties

Cites Work

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