Strongly constrained stochastic processes: the multi-ends Brownian bridge

DOI10.1088/1742-5468/ab4bbczbMath1457.82258arXiv1909.12522OpenAlexW2975346917MaRDI QIDQ5149673

Coline Larmier, Alain Mazzolo, Andrea Zoia

Publication date: 12 February 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.12522

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Brownian motion (60J65)

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Conditioning diffusion processes with killing rates, Conditioning two diffusion processes with respect to their first-encounter properties, Conditioning diffusion processes with respect to the local time at the origin, 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

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