Transition density of a hyperbolic Bessel process

DOI10.1214/16-ECP8MaRDI QIDQ303682zbMATH OpenOpenAlexFDO

Authors Andrzej Pyć, Tomasz Żak

Publication date 22 August 2016

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ecp/1469557024

zbMATH Keywords

transition densityhyperbolic Brownian motionhyperbolic Bessel process

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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(4)

• Bessel bridge representation for the heat kernel in hyperbolic space
• Hitting times of hyperbolic Bessel processes
• On hyperbolic Bessel processes and beyond
• Study of a functional linked to Bessel bridge

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