Spectral representation of transition density of Fisher–Snedecor diffusion
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Cited in
(10)- Time-non-local Pearson diffusions
- Parameter estimation for non-stationary Fisher-Snedecor diffusion
- Heavy-tailed fractional Pearson diffusions
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- Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model
- Exact solution of interacting particle systems related to random matrices
- Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force
- Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology
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