Study of a functional linked to Bessel bridge

zbMATH Open0842.60076MaRDI QIDQ1908230FDOQ1908230

Bernard Roynette, Gérard Lorang

Publication date: 20 March 1996

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1996__32_1_107_0

zbMATH Keywords

differential operator\(n\)-dimensional Bessel bridgedensity of hyperbolic diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (3)

• Title not available (Why is that?)
• Jacobi radial stable processes
• Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature.

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