Hyperbolic Ornstein–Uhlenbeck Process View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2016-12

AUTHORS

A. N. Borodin

ABSTRACT

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.

PAGES

631-638

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10958-016-3135-0

DOI

http://dx.doi.org/10.1007/s10958-016-3135-0

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1016409006


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