Title of article :
Ornstein–Uhlenbeck process, Cauchy process, and Ornstein–Uhlenbeck–Cauchy process on a circle
Author/Authors :
Liu، نويسنده , , Cheng-Shi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
By a simple mathematical method, we obtain the transition probability density functions of the Ornstein–Uhlenbeck process, Cauchy process, and Ornstein–Uhlenbeck–Cauchy process on a circle.
Keywords :
Transition probability density , Ornstein–Uhlenbeck process , Cauchy process , Ornstein–Uhlenbeck–Cauchy process
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters
