A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor processes

DOI10.1016/J.SPA.2024.104401MaRDI QIDQ6596206zbMATH OpenFDO

Authors Thomas Gerard, Valentin Rapenne, C. Sabot, Xiao Lin Zeng

Publication date 2 September 2024

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2024.104401

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

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