scientific article; zbMATH DE number 6302927

zbMATH Open1305.60072MaRDI QIDQ5419902FDOQ5419902

Authors: F. Avram, Nikolai N. Leonenko, N. Šuvak 

Publication date: 11 June 2014

Title of this publication is not available (Why is that?)

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zbMATH Keywords

diffusion processinfinitesimal generatortransition densitySturm-Liouville equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Other special orthogonal polynomials and functions (33C47)

Cited In (2)

• Heavy-tailed fractional Pearson diffusions
• On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions

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