A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator
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Publication:655227
DOI10.1155/2011/762486zbMath1231.60086arXiv1108.2132WikidataQ58688931 ScholiaQ58688931MaRDI QIDQ655227
Publication date: 3 January 2012
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.2132
boundary value problem; bridges of iterated integrals of a Brownian motion; one-dimensional polyharmonic operator
60J65: Brownian motion