Conditioning diffusion processes with respect to the local time at the origin
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- Conditioning two diffusion processes with respect to their first-encounter properties
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Cited in
(6)- Conditioning diffusion processes with killing rates
- Conditioning two diffusion processes with respect to their first-encounter properties
- Microcanonical conditioning of Markov processes on time-additive observables
- 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
- Conditioning the \textit{tanh-drift} process and related diffusions on first-passage times: exact drifts, bridges, and process equivalences
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