Related papers: On hyperbolic Bessel processes and beyond
The Laplace transforms of the transition probability density and distribution functions for the Ornstein-Uhlenbeck process contain the product of two parabolic cylinder functions, namely D_{v}(x)D_{v}(y) and D_{v}(x)D_{v-1}(y),…
The main objective of the work is to provide sharp two-sided estimates of $\lambda$-Green function of hyperbolic Brownian motion of a half-space. We strongly rely on recent results obtained by K. Bogus and J. Malecki [3], regarding precise…
The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some…
We consider the first hitting times of the Bessel processes. We give explicit expressions for the distribution functions and for the densities by means of the zeros of the Bessel functions. The results extend the classical ones and cover…
The generalization, similarly to exponential multivariate bases in the Fourier transform, of the Bessel functions to many dimensions is offered. Analogously to the Fourier transform property under the differentiation, the similar Hankel…
We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Levy processes with rational Laplace exponent. This extends recent results by Cai and Kou on the processes with hyper-exponential…
In this paper, we present a comprehensive investigation of stress propagation in a two-dimensional elastic circular disk. To accurately describe the displacements and stress fields within the disk, we employ a scalar and vector potential…
We consider a superprocess with coalescing Brownian spatial motion. We first prove a dual relationship between two systems of coalescing Brownian motions. In consequence we can express the Laplace functionals for the superprocess in terms…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We find an integral representation for the generalized hypergeometric function unifying known representations via generalized Stieltjes, Laplace and cosine Fourier transforms. Using positivity conditions for the weight in this…
New index transforms, involving the square of Bessel functions of the first kind as the kernel are considered. Mapping properties such as the boundedness and invertibility are investigated for these operators in the Lebesgue spaces.…
In this paper we discuss the uniaxial propagation of transient waves within a semi-infinite viscoelastic Bessel medium. First, we provide the analytic expression for the response function of the material as we approach the wave-front. To do…
Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…
We give a new procedure for generalized factorization and construction of the complete solution of strictly hyperbolic linear partial differential equations or strictly hyperbolic systems of such equations in the plane. This procedure…
Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian…
In this paper, we analyse propagating fronts in the context of hyperbolic theories of dissipative processes. These can be considered as a natural alternative to the more classical parabolic models. Emphasis is given toward the numerical…
For hyperbolic first-order systems of linear partial differential equations (master equations), appearing in description of kinetic processes in physics, biology and chemistry we propose a new procedure to obtain their complete closed-form…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
Laplace transforms for integrals of stochastic processes have been known in analytically closed form for just a handful of Markov processes: namely, the Ornstein-Uhlenbeck, the Cox-Ingerssol-Ross (CIR) process and the exponential of…
We develop a new point of view to introduce families of functions, which can be identified as generalization of the ordinary trigonometric or hyperbolic functions. They are defined using a procedure based on umbral methods, inspired to the…