Bessel processes and hyperbolic Brownian motions stopped at different random times (Q550146): Difference between revisions

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-.1016/j.spa.2010.11.002
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+Brownian-time processes: The PDE connection and the half-derivative generator
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+Space–Time Duality for Fractional Diffusion
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+Joint distributions of the maximum and the process for higher-order diffusions.
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+Brownian motion in a Brownian crack
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+Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by high-order heat equation
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+Cascades of particles moving at finite velocity in hyperbolic spaces
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+Probabilistic construction of the solution of some higher order parabolic differential equation
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+The Heat Kernel on Hyperbolic Space
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+Semi-groupe du mouvement brownienhyperbolique
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+Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
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+Lamperti-type laws
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+Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations
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+First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation \(\frac{\partial}{\partial t}=\pm \frac {\partial ^{N}}{\partial x^N}\)
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+First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift
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+Hyperbolic and fractional hyperbolic Brownian motion
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+Stochastic processes directed by randomized time
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+Generalized hypergeometric functions with applications in statistics and physical sciences
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+Solutions of the Fractional Reaction Equation and the Fractional Diffusion Equation
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+Exponential functionals of Brownian motion. II: Some related diffusion processes
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+Time-fractional telegraph equations and telegraph processes with Brownian time
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+On some exponential functionals of Brownian motion
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+Q3717907
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@@ Property / DOI @@
+.1016/J.SPA.2010.11.002
@@ Property / DOI: 10.1016/J.SPA.2010.11.002 / rank @@
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+Publication:550146