Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes (Q6042911)

scientific article; zbMATH DE number 7682024

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English	Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes	scientific article; zbMATH DE number 7682024

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instance of

scholarly article

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title

Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes (English)

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zbMATH Open document ID

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10.1088/1751-8121/acccbd

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Journal of Physics A: Mathematical and Theoretical

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publication date

4 May 2023

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full work available at URL

https://arxiv.org/abs/2208.11911

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Mathematics Subject Classification ID

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Brownian motion

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local time

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conditioned diffusion

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W4365458179

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Mathematics(1 entry)

mardi Publication:6042911