Bessel bridge representation for the heat kernel in hyperbolic space

DOI10.1090/proc/13952zbMath1427.60100arXiv1701.01194OpenAlexW3105175062MaRDI QIDQ3132807

Xue Cheng, Tai-Ho Wang

Publication date: 30 January 2018

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.01194

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic processes (60G99) Transition functions, generators and resolvents (60J35)

Cites Work

• Unnamed Item
• Unnamed Item
• Transition density of a hyperbolic Bessel process
• Exponential functionals of Brownian motion. II: Some related diffusion processes
• Théoremes de comparaison en géométrie Riemannienne
• Brownian motion on the hyperbolic plane and Selberg trace formula
• On hyperbolic Bessel processes and beyond
• An upper bound to the spectrum of \(\Delta\) on a manifold of negative curvature
• Smooth Transition Densities for One-Dimensional Diffusions
• The Heat Kernel on Hyperbolic Space
• Semi-groupe du mouvement brownienhyperbolique
• Probability Distribution in the SABR Model of Stochastic Volatility
• Implied Volatility from Local Volatility: A Path Integral Approach
• Closed form formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one

This page was built for publication: Bessel bridge representation for the heat kernel in hyperbolic space