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JOURNALS // Zapiski Nauchnykh Seminarov POMI

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

On hypergeometric diffusion
A. N. Borodin

This publication is cited in the following articles:
  1. Davide Barilari, Ugo Boscain, Daniele Cannarsa, Karen Habermann, “Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds”, Ann. Inst. H. Poincaré Probab. Statist., 57:3 (2021)  crossref
  2. Angelos Dassios, Luting Li, “Explicit asymptotics on first passage times of diffusion processes”, Adv. Appl. Probab., 52:2 (2020), 681  crossref
  3. Andrzej Pyć, Tomasz Żak, “Transition density of a hyperbolic Bessel process”, Electron. Commun. Probab., 21:none (2016)  crossref
  4. A. N. Borodin, “Hyperbolic Ornstein–Uhlenbeck process”, J. Math. Sci. (N. Y.), 219:5 (2016), 631–638  mathnet  crossref  mathscinet
  5. Cammarota V., De Gregorio A., Macci C., “On the Asymptotic Behavior of the Hyperbolic Brownian Motion”, J. Stat. Phys., 154:6 (2014), 1550–1568  crossref  mathscinet  zmath  isi  elib  scopus
  6. Jakubowski J., Wisniewolski M., “On Hyperbolic Bessel Processes and Beyond”, Bernoulli, 19:5B (2013), 2437–2454  crossref  mathscinet  zmath  isi  elib  scopus
  7. Jakubowski J., Wisniewolski M., “On Some Brownian Functionals and their Applications to Moments in the Lognormal Stochastic Volatility Model”, Studia Math., 219:3 (2013), 201–224  crossref  mathscinet  zmath  isi  elib  scopus
  8. Theory Probab. Appl., 57:3 (2013), 419–443  mathnet  crossref  crossref  mathscinet  isi  elib  elib
  9. Segura J., “On Bounds for Solutions of Monotonic First Order Difference-Differential Systems”, J. Inequal. Appl., 2012  crossref  mathscinet  isi  elib  scopus


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