α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties (Q3578751): Difference between revisions

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+Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
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+Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals
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+Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
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+On a one-parameter generalization of the Brownian bridge and associated quadratic functionals
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+Singularity of Fractional Brownian Motions with Different Hurst Indices
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