Hypergeometric diffusion (Q1037010)
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scientific article; zbMATH DE number 5632979
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| English | Hypergeometric diffusion |
scientific article; zbMATH DE number 5632979 |
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Hypergeometric diffusion (English)
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13 November 2009
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The author introduces a new class of diffusions related to hypergeometric functions. This process generalizes the Bessel process, the Ornstein-Uhlenbeck process, the radial Ornstein-Uhlenbeck process, and the hyperbolic Bessel process which are connected with modified Bessel functions, parabolic cylinder functions, Kummer functions, and Legendre functions, respectively.
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diffusion processes
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hypergeometric functions
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hyperbolic Bessel process
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0.7932863831520081
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0.7653189897537231
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0.7401902079582214
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0.734320342540741
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