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A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor processes - MaRDI portal

A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor processes

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Publication:6439114

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arXiv2306.02158MaRDI QIDQ6439114

Thomas Gerard, Xiao Lin Zeng, Valentin Rapenne, Christophe Sabot

Publication date: 3 June 2023

Mathematics Subject Classification ID

Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Processes in random environments (60K37)

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