Diffusion processes with identical bridges

DOI10.1007/S10958-005-0129-8MaRDI QIDQ2567725zbMATH OpenOpenAlexFDO

Authors A. N. Borodin

Publication date 13 October 2005

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-005-0129-8

zbMATH Keywords

Bessel processbridgesBrownian motionFeynman-Kac formula

Mathematics Subject Classification ID

Diffusion processes (60J60)

Recommendations

• Distributions of functionals of bridges of diffusions with jumps
• On some time-non-homogeneous linear diffusion processes and related bridges
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Cites work

• Conditioned diffusions which are Brownian bridges
• scientific article; zbMATH DE number 1817636 (Why is no real title available?)
• Markov processes with identical bridges
• On a generalization of the arc-sine law
• On Distributions of Certain Wiener Functionals

Cited in

(2)

• First passage densities and boundary crossing probabilities for diffusion processes
• Conditioning two diffusion processes with respect to their first-encounter properties

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