On hyperbolic Bessel processes and beyond

DOI10.3150/12-BEJ458zbMath1284.60150arXiv1106.5485MaRDI QIDQ2435249

Maciej Wiśniewolski, Jacek Jakubowski

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.5485

zbMATH Keywords

Laplace transformBessel processBrownian motionhyperbolic Bessel process

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items

Sharp estimates of the Green function of hyperbolic Brownian motion ⋮ Stochastic areas, winding numbers and Hopf fibrations ⋮ On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable ⋮ On matching diffusions, Laplace transforms and partial differential equations ⋮ Independent factorization of the last zero arcsine law for Bessel processes with drift ⋮ Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds ⋮ Bessel bridge representation for the heat kernel in hyperbolic space ⋮ Integral representations for the Hartman-Watson density

Cites Work

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