Geodesic
Hyperbolic Ornstein–Uhlenbeck process
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 45-55 Cet article a éte moissonné depuis la source Math-Net.Ru

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The the paper we continue the investigation of the class of hypergeometric diffusions started in [1]. The wide subclass of these diffusions consists of hyperbolic Ornstein–Uhlenbeck processes. An explicit formula for the transition density of the hyperbolic Ornstein–Uhlenbeck process is derived. 
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     title = {Hyperbolic {Ornstein{\textendash}Uhlenbeck} process},
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A. N. Borodin. Hyperbolic Ornstein–Uhlenbeck process. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 45-55. http://geodesic.mathdoc.fr/item/ZNSL_2015_441_a4/

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