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Spectral representation of transition density of Fisher–Snedecor diffusion

  • Published:2013-03-11 Issue:2 Volume:85 Page:346-369
  • ISSN:1744-2508
  • Container-title:Stochastics
  • language:en
  • Short-container-title:Stochastics

Author:

Avram F.1,Leonenko N. N.2,Šuvak N.3

Affiliation:

1. a Department of Mathematics , University of Pau , 64 000 , Pau , France

2. b School of Mathematics, Cardiff University , Senghennydd Road, Cardiff , CF244AG , UK

3. c Department of Mathematics , University of Osijek , Gajev Trg 6, 31 000 , Osijek , Croatia

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force;Journal of Statistical Mechanics: Theory and Experiment;2023-08-01

2. Exact Solution of Interacting Particle Systems Related to Random Matrices;Communications in Mathematical Physics;2023-06-16

3. Time-Non-Local Pearson Diffusions;Journal of Statistical Physics;2021-06

4. Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology;Journal of Mathematical Analysis and Applications;2020-06

5. Parameter Estimation for Non-Stationary Fisher-Snedecor Diffusion;Methodology and Computing in Applied Probability;2019-12-02
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