Geodesic
On diffusion processes corresponding to hypergeometric equation
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 79-91

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Two integral functionals of special type are considered. The characteristics, such as scale, speed density, Green function and transition density function for diffusion processes corresponding to hypergeometric equation are investigated. 
@article{ZNSL_2004_311_a3,
     author = {I. V. Vagurina},
     title = {On diffusion processes corresponding to hypergeometric equation},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {79--91},
     publisher = {mathdoc},
     volume = {311},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a3/}
}
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I. V. Vagurina. On diffusion processes corresponding to hypergeometric equation. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 79-91. http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a3/