Conditioning diffusion processes with killing rates
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- scientific article; zbMATH DE number 1515832 (Why is no real title available?)
- scientific article; zbMATH DE number 5251308 (Why is no real title available?)
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Cited in
(3)- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
- Conditioning two diffusion processes with respect to their first-encounter properties
- Exact solutions for the probability density of various conditioned processes with an entrance boundary
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