Publication:2866535
From MaRDI portal
zbMath1306.60110MaRDI QIDQ2866535
Florin Avram, Nikolai N. Leonenko, Nenad Šuvak
Publication date: 13 December 2013
diffusion process; spectral representation; transition density; infinitesimal generator; heavy tailed diffusion; Kolmogorov-Pearson diffusion
60G10: Stationary stochastic processes
62M15: Inference from stochastic processes and spectral analysis
60J25: Continuous-time Markov processes on general state spaces
60J60: Diffusion processes
33C47: Other special orthogonal polynomials and functions
