| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1708041 | Applied Mathematics Letters | 2013 | 6 Pages |
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.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Cheng-Shi Liu,