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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Cited in
(7)- Conditioning two diffusion processes with respect to their first-encounter properties
- Conditioning diffusion processes with respect to the local time at the origin
- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
- Exact solutions for the probability density of various conditioned processes with an entrance boundary
- Optimal survival strategies for diffusive flows: a Schrödinger bridge approach to unbalanced transport
- Inferring evanescent stochastic dynamics from marginal distributions
- Conditioning the \textit{tanh-drift} process and related diffusions on first-passage times: exact drifts, bridges, and process equivalences
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