On hyperbolic Bessel processes and beyond (Q2435249): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4395529 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4395530 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2725621 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hypergeometric diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3150773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3316270 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hitting half-spaces by Bessel-Brownian diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4395532 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential functionals of Brownian motion and disordered systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4395531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on hyperbolic von Mises distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential functionals of Brownian motion. I: Probability laws at fixed time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential functionals of Brownian motion. II: Some related diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4663402 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4383826 / rank
 
Normal rank

Latest revision as of 08:24, 7 July 2024

scientific article
Language Label Description Also known as
English
On hyperbolic Bessel processes and beyond
scientific article

    Statements

    On hyperbolic Bessel processes and beyond (English)
    0 references
    0 references
    0 references
    0 references
    4 February 2014
    0 references
    Bessel process
    0 references
    Brownian motion
    0 references
    hyperbolic Bessel process
    0 references
    Laplace transform
    0 references

    Identifiers