On a connection between the non-central ^ 2 distribution and Bessel diffusions

DOI10.1016/0167-7152(90)90076-JMaRDI QIDQ916237zbMATH OpenFDO

Authors Ravi Chari

Publication date 1990

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

decompositionsnoncentral chi-square distributionBessel diffusion

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 3736754 (Why is no real title available?)
• Bessel diffusions as a one-parameter family of diffusion processes

Cited in

(1)

• scientific article; zbMATH DE number 716304 (Why is no real title available?)

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