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

DOI10.1016/0167-7152(90)90076-JzbMATH Open0703.62016MaRDI QIDQ916237FDOQ916237

Authors: Ravi Chari 

Publication date: 1990

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

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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)

Cites Work

• Title not available (Why is that?)
• Bessel diffusions as a one-parameter family of diffusion processes

Cited In (1)

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