On a one-parameter generalization of the Brownian bridge and associated quadratic functionals (Q1770908): Difference between revisions

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+Conditioned stochastic differential equations: theory, examples and application to finance.
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+Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
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+Q3150773
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+Markov functions
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+Bessel diffusions as a one-parameter family of diffusion processes
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