A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor processes
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Publication:6596206
DOI10.1016/j.spa.2024.104401MaRDI QIDQ6596206
Xiao Lin Zeng, Valentin Rapenne, Thomas Gerard, Christophe Sabot
Publication date: 2 September 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)
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