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Brownian motion on a pseudo sphere in Minkowski space $$\mathbb {R}^l_v$$. (English) Zbl 1355.60110
Summary: For a Brownian motion moving on a pseudo sphere in Minkowski space $$\mathbb {R}^l_v$$ of radius $$r$$ starting from point $$X$$, we obtain the distribution of hitting a fixed point on this pseudo sphere with $$l\geq 3$$ by solving Dirichlet problems. The proof is based on the method of separation of variables and the orthogonality of trigonometric functions and Gegenbauer polynomials.
##### MSC:
 60J65 Brownian motion 58J65 Diffusion processes and stochastic analysis on manifolds 83A05 Special relativity
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