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Volumn 79, Issue 6, 2007, Pages 505-522

Hyperbolic and fractional hyperbolic Brownian motion

Author keywords

Fractional equations; Hyperbolic coordinates; Legendre equation; Mittag Leffler functions; Poincar half plane

Indexed keywords


EID: 34548013884     PISSN: 17442508     EISSN: 17442516     Source Type: Journal    
DOI: 10.1080/17442500701433509     Document Type: Article
Times cited : (20)

References (16)
  • 1
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    • The telegraph process stopped at stable-distributed times and its connection with the fractional telegraph equation
    • Beghin, L. and Orsingher, E., 2003, The telegraph process stopped at stable-distributed times and its connection with the fractional telegraph equation, Fractional Calculus and Applied Analisys, 6(2), 187-204.
    • (2003) Fractional Calculus and Applied Analisys , vol.6 , Issue.2 , pp. 187-204
    • Beghin, L.1    Orsingher, E.2
  • 2
    • 0031497409 scopus 로고    scopus 로고
    • A particle migrating randomly on a sphere
    • Brillinger, D., 1997, A particle migrating randomly on a sphere, Journal of Theoretical Probability, 10(2), 429-443.
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    • Brillinger, D.1
  • 3
    • 21344468572 scopus 로고    scopus 로고
    • Diffusion in a one-dimensional random medium and hyperbolic Brownian motion
    • Comtet, A. and Monthus, C., 1996, Diffusion in a one-dimensional random medium and hyperbolic Brownian motion, Journal of Physics A, Mathematical and General, 29, 1331-1345.
    • (1996) Journal of Physics A, Mathematical and General , vol.29 , pp. 1331-1345
    • Comtet, A.1    Monthus, C.2
  • 6
    • 0042475816 scopus 로고
    • Waveguides with random inhomogeneities and Brownian motion in the Lobachevsky plane
    • Gertsenshtein, M.E. and Vasiliev, YB., 1959, Waveguides with random inhomogeneities and Brownian motion in the Lobachevsky plane, Theory of Probability and its Applications, 3, 391-398.
    • (1959) Theory of Probability and its Applications , vol.3 , pp. 391-398
    • Gertsenshtein, M.E.1    Vasiliev, Y.B.2
  • 7
    • 84967713263 scopus 로고
    • Infinitely divisible probabilities on the hyperbolic plane
    • Getoor, R.K., 1961, Infinitely divisible probabilities on the hyperbolic plane, Pacific Journal of Mathematics, 11, 1287-1308.
    • (1961) Pacific Journal of Mathematics , vol.11 , pp. 1287-1308
    • Getoor, R.K.1
  • 8
    • 0013004775 scopus 로고    scopus 로고
    • Semi-groupe du mouvement brownien hyperbolique,
    • Gruet, J.C., 1996, Semi-groupe du mouvement brownien hyperbolique, Stochastics and Stochastics Reports, 56, 53-61.
    • (1996) Stochastics and Stochastics Reports , vol.56 , pp. 53-61
    • Gruet, J.C.1
  • 9
    • 33746865047 scopus 로고    scopus 로고
    • Gruet, J.C., 2000, A. note on hyperbolic von Mises distribution, Bernoulli, 6, 1007-1020.
    • Gruet, J.C., 2000, A. note on hyperbolic von Mises distribution, Bernoulli, 6, 1007-1020.
  • 10
    • 0003065227 scopus 로고    scopus 로고
    • Brownian motion on the hyperbolic plane and Selberg trace formula
    • Ikeda, N. and Matsumoto, H., 1999, Brownian motion on the hyperbolic plane and Selberg trace formula, Journal of Functional Analysis, 163, 63-110.
    • (1999) Journal of Functional Analysis , vol.163 , pp. 63-110
    • Ikeda, N.1    Matsumoto, H.2
  • 13
  • 14
    • 0742323831 scopus 로고    scopus 로고
    • Time-fractional telegraph equations and telegraph processes with Brownian time
    • Orsingher, E. and Beghin, L., 2004, Time-fractional telegraph equations and telegraph processes with Brownian time, Probability Theory and Related Fields, 128(1), 141-160.
    • (2004) Probability Theory and Related Fields , vol.128 , Issue.1 , pp. 141-160
    • Orsingher, E.1    Beghin, L.2
  • 16
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    • On some exponential functional of Brownian motion
    • Yor, M., 1992, On some exponential functional of Brownian motion, Advances in Applied Probability, 24, 509-531.
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    • Yor, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.