Hyperbolic Ornstein-Uhlenbeck process

DOI10.1007/S10958-016-3135-0zbMATH Open1356.60120OpenAlexW2547077227MaRDI QIDQ503987FDOQ503987

Authors: A. N. Borodin 

Publication date: 24 January 2017

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-3135-0

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zbMATH Keywords

hyperbolic Ornstein-Uhlenbeck processeshypergeometric diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

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Cited In (2)

• Conditioning two diffusion processes with respect to their first-encounter properties
• Hypergeometric diffusion

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