• 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
  • Pages
    6
  • From page
    957
  • To page
    962
  • 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
  • Serial Year
    2013
  • Journal title
    Applied Mathematics Letters
  • Record number

    1529042

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1529042