Bessel processes and hyperbolic Brownian motions stopped at different random times (Q550146)
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scientific article
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| English | Bessel processes and hyperbolic Brownian motions stopped at different random times |
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Bessel processes and hyperbolic Brownian motions stopped at different random times (English)
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8 July 2011
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iterated and subordinated Bessel process
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iterated Brownian first-passage times
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subordinated hyperbolic Brownian motions
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high-order PDE
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0.7480556964874268
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0.737362802028656
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0.7333115935325623
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0.7261481285095215
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