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Zapiski Nauchnykh Seminarov POMI, 2008, Volume 361, Pages 29–44
(Mi znsl2178)
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This article is cited in 9 scientific papers (total 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.
Received: 28.11.2008
Citation:
A. N. Borodin, “On hypergeometric diffusion”, Probability and statistics. Part 13, Zap. Nauchn. Sem. POMI, 361, POMI, St. Petersburg, 2008, 29–44; J. Math. Sci. (N. Y.), 159:3 (2009), 295–304
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https://www.mathnet.ru/eng/znsl2178 https://www.mathnet.ru/eng/znsl/v361/p29
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Abstract page: | 361 | Full-text PDF : | 125 | References: | 97 |
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