Transition density of a hyperbolic Bessel process

DOI10.1214/16-ECP8zbMATH Open1345.60092OpenAlexW2487042825MaRDI QIDQ303682FDOQ303682

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

Recommendations

• On hyperbolic Bessel processes and beyond
• Semi-groupe du mouvement brownienhyperbolique
• Bessel bridge representation for the heat kernel in hyperbolic space
• Exit times densities of the Bessel process
• Sharp estimates of transition probability density for Bessel process in half-line

zbMATH Keywords

transition densityhyperbolic Brownian motionhyperbolic Bessel process

Mathematics Subject Classification ID

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

Cited In (3)

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

This page was built for publication: Transition density of a hyperbolic Bessel process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q303682)