scientific article; zbMATH DE number 6302927

MaRDI QIDQ5419902zbMATH OpenFDO

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

Publication date 11 June 2014

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)

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Cited in

(2)

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

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