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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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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zbMATH Keywords

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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cites work

Joint distribution of multiple boundary local times and related first-passage time problems with multiple targets

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Conditioning diffusion processes with killing rates

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Conditioning two diffusion processes with respect to their first-encounter properties

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Identifiers

zbMATH Open document ID

1509.60131

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arXiv ID

2208.11911

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Mathematics Subject Classification ID

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10.1088/1751-8121/ACCCBD

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Sitelinks

Mathematics(1 entry)

mardi Publication:6042911