On hypergeometric diffusion
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 13, Tome 361 (2008), pp. 29-44
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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.
@article{ZNSL_2008_361_a1,
author = {A. N. Borodin},
title = {On hypergeometric diffusion},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {29--44},
year = {2008},
volume = {361},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2008_361_a1/}
}
A. N. Borodin. On hypergeometric diffusion. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 13, Tome 361 (2008), pp. 29-44. http://geodesic.mathdoc.fr/item/ZNSL_2008_361_a1/
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