Study of a functional linked to Bessel bridge

MaRDI QIDQ1908230zbMATHFDO

Authors 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)

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(3)

• scientific article; zbMATH DE number 1054238 (Why is no real title available?)
• Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature.
• Jacobi radial stable processes

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