Conditioned diffusions which are Brownian bridges
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Publication:1366729
DOI10.1023/A:1022657828923zbMath0884.60077MaRDI QIDQ1366729
Publication date: 17 September 1997
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Related Items (11)
Fluctuations of bridges, reciprocal characteristics and concentration of measure ⋮ Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges ⋮ Conditioning two diffusion processes with respect to their first-encounter properties ⋮ Some Brownian functionals and their laws ⋮ On a time-inhomogeneous diffusion process with discontinuous drift ⋮ Conditioned stochastic differential equations: theory, examples and application to finance. ⋮ On jump-diffusive driving noise sources. Some explicit results and applications ⋮ Projection pursuit based tests of normality with functional data ⋮ Increasing risk: dynamic mean-preserving spreads ⋮ Diffusion processes with identical bridges ⋮ Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts
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