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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2008 Volume 361, Pages 29–44 (Mi znsl2178)

This article is cited in 9 papers

On hypergeometric diffusion

A. N. Borodin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

Abstract: The paper deals with correspondence between the well-known diffusions and special functions. The new class of diffusions related to hypergeometric functions is defined. The very interesting particular case of this class consist of the hyperbolic Bessel processes. Bibl. – 6 titles.

UDC: 519. 21

Received: 28.11.2008


 English version:
Journal of Mathematical Sciences (New York), 2009, 159:3, 295–304

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