Bessel processes and hyperbolic Brownian motions stopped at different random times
From MaRDI portal
Publication:550146
DOI10.1016/j.spa.2010.11.002zbMath1223.60065arXiv1003.6085OpenAlexW2006453891MaRDI QIDQ550146
Enzo Orsingher, Mirko D'Ovidio
Publication date: 8 July 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.6085
high-order PDEiterated and subordinated Bessel processiterated Brownian first-passage timessubordinated hyperbolic Brownian motions
Related Items (5)
Fractional Relaxation Equations and Brownian Crossing Probabilities of a Random Boundary ⋮ From Sturm-Liouville problems to fractional and anomalous diffusions ⋮ Compositions, random sums and continued random fractions of Poisson and fractional Poisson processes ⋮ Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes ⋮ Drifted Brownian motions governed by fractional tempered derivatives
Cites Work
- Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by high-order heat equation
- Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
- Exponential functionals of Brownian motion. II: Some related diffusion processes
- Lamperti-type laws
- Cascades of particles moving at finite velocity in hyperbolic spaces
- Probabilistic construction of the solution of some higher order parabolic differential equation
- Brownian motion in a Brownian crack
- Time-fractional telegraph equations and telegraph processes with Brownian time
- Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations
- Brownian-time processes: The PDE connection and the half-derivative generator
- Iterated Brownian motion in an open set.
- Joint distributions of the maximum and the process for higher-order diffusions.
- Generalized hypergeometric functions with applications in statistics and physical sciences
- First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation \(\frac{\partial}{\partial t}=\pm \frac {\partial ^{N}}{\partial x^N}\)
- First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift
- Solutions of the Fractional Reaction Equation and the Fractional Diffusion Equation
- Space–Time Duality for Fractional Diffusion
- The Heat Kernel on Hyperbolic Space
- On some exponential functionals of Brownian motion
- Semi-groupe du mouvement brownienhyperbolique
- Exercises in Probability
- Stochastic processes directed by randomized time
- Hyperbolic and fractional hyperbolic Brownian motion
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Bessel processes and hyperbolic Brownian motions stopped at different random times
