Spectral representation of transition density of Fisher–Snedecor diffusion
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Publication:5411909
DOI10.1080/17442508.2013.775285zbMATH Open1291.60161OpenAlexW1967277658MaRDI QIDQ5411909FDOQ5411909
Authors: F. Avram, Nikolai N. Leonenko, N. Šuvak 
Publication date: 25 April 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2013.775285
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Cited In (10)
- Statistical Inference for Student Diffusion Process
- Heavy-tailed fractional Pearson diffusions
- Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model
- Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force
- Time-non-local Pearson diffusions
- Exact solution of interacting particle systems related to random matrices
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- Parameter estimation for non-stationary Fisher-Snedecor diffusion
- Ergodicity and mixing bounds for the Fisher-Snedecor diffusion
- Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology
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