Two-gate formula (Q1092523)
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scientific article; zbMATH DE number 4020141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-gate formula |
scientific article; zbMATH DE number 4020141 |
Statements
Two-gate formula (English)
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1985
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The two gate formula for a diffusion \(X_ t\) in \(R^ n\) is considered. The formula gives an expression of the density function of \(X_ t\) in terms of the path integral of the Brownian bridge starting from x and ending on y at time t.
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two gate formula
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path integral
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Brownian bridge
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0.80660003
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0.7876519
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0.76258135
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