电邮这篇文章 Hyperbolic Ornstein–Uhlenbeck Process
- 作者: Borodin A.N.1
-
隶属关系:
- St.Petersburg Department of the Steklov Mathematical Institute, St.Petersburg State University
- 期: 卷 219, 编号 5 (2016)
- 页面: 631-638
- 栏目: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238643
- DOI: https://doi.org/10.1007/s10958-016-3135-0
- ID: 238643
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详细
In this paper, we continue the study of the class of hypergeometric diffusions started by the author. A broad subclass of these diffusions consists of hyperbolic Ornstein–Uhlenbeck processes. An explicit formula for the transition density of a hyperbolic Ornstein–Uhlenbeck process is derived. Bibliography: 7 titles.
作者简介
A. Borodin
St.Petersburg Department of the Steklov Mathematical Institute, St.Petersburg State University
编辑信件的主要联系方式.
Email: borodin@pdmi.ras.ru
俄罗斯联邦, St.Petersburg
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