Hypergeometric diffusion (Q1037010)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hypergeometric diffusion |
scientific article |
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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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