Diffusion processes with identical bridges (Q2567725): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q3150773 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Conditioned diffusions which are Brownian bridges / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Markov processes with identical bridges / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On Distributions of Certain Wiener Functionals / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On a generalization of the arc-sine law / rank | |||
Normal rank |
Latest revision as of 17:27, 10 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Diffusion processes with identical bridges |
scientific article |
Statements
Diffusion processes with identical bridges (English)
0 references
13 October 2005
0 references
Brownian motion
0 references
Bessel process
0 references
Feynman-Kac formula
0 references
bridges
0 references