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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Cited in

(2)

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

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