Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities

DOI10.4171/RMI/305zbMATH Open1001.60018OpenAlexW2050345827MaRDI QIDQ698303FDOQ698303

Authors Paolo Baldi, Alessandro Figà-Talamanca, Marc Yor, Enrico Casadio Tarabusi

Publication date 15 December 2002

Published in Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/39659

zbMATH Keywords

Bessel processesrisk theoryinvariant diffusions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Diffusion processes (60J60) Stochastic integrals (60H05)

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Cited in

(10)

• Exit times densities of the Bessel process
• Operator level limit of the circular Jacobi \(\beta \)-ensemble
• Poisson kernels of half-spaces in real hyperbolic spaces
• Generalized axially symmetric potentials with distributional boundary values
• On potential theory of hyperbolic Brownian motion with drift
• A matrix Bougerol identity and the Hua-Pickrell measures
• The Dirichlet problem for standard weighted Laplacians in the upper half plane
• Fluctuations of the product of random matrices and generalized Lyapunov exponent
• Hyperbolic harmonic functions and hyperbolic Brownian motion
• Poisson kernels on semi-direct products of abelian groups

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