Hyperbolic Ornstein-Uhlenbeck process

DOI10.1007/S10958-016-3135-0MaRDI QIDQ503987zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

hyperbolic Ornstein-Uhlenbeck processeshypergeometric diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cites work

• Handbook of Brownian motion: Facts and formulae.
• scientific article; zbMATH DE number 3425963 (Why is no real title available?)
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 1163908 (Why is no real title available?)
• scientific article; zbMATH DE number 3231213 (Why is no real title available?)

Cited in

(3)

• Hypergeometric diffusion
• Conditioning two diffusion processes with respect to their first-encounter properties
• Conditioning the \textit{tanh-drift} process and related diffusions on first-passage times: exact drifts, bridges, and process equivalences

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