Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres

DOI10.1007/s10986-013-9206-8zbMath1278.60117arXiv1207.4000OpenAlexW1983186799MaRDI QIDQ383669

Enzo Orsingher, Alessandro De Gregorio, Olga Aryasova

Publication date: 5 December 2013

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.4000

zbMATH Keywords

Bessel processhyperbolic distanceOrnstein-Uhlenbeck processcircular inversionMeyer-Itô formulaPoincaré half-space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Related Items

Reflecting random flights

Cites Work

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