Diffusion processes with identical bridges

DOI10.1007/s10958-005-0129-8zbMath1080.60075OpenAlexW1965395512MaRDI QIDQ2567725

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 processBrownian motionFeynman-Kac formulabridges

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (2)

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

Cites Work

• Unnamed Item
• Markov processes with identical bridges
• Conditioned diffusions which are Brownian bridges
• On a generalization of the arc-sine law
• On Distributions of Certain Wiener Functionals

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