Spectral representation of transition density of Fisher–Snedecor diffusion

DOI10.1080/17442508.2013.775285zbMath1291.60161OpenAlexW1967277658MaRDI QIDQ5411909

Florin Avram, Nenad Šuvak, Nikolai N. Leonenko

Publication date: 25 April 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.775285

zbMATH Keywords

Sturm-Liouville operatorspectral representationtransition densityFisher-Snedecor diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (6)

Heavy-tailed fractional Pearson diffusions ⋮ Exact solution of interacting particle systems related to random matrices ⋮ Parameter estimation for non-stationary Fisher-Snedecor diffusion ⋮ Time-non-local Pearson diffusions ⋮ Statistical Inference for Student Diffusion Process ⋮ Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology

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