Study of a functional linked to Bessel bridge

zbMath0842.60076MaRDI QIDQ1908230

Bernard Roynette, Gérard Lorang

Publication date: 20 March 1996

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1996__32_1_107_0

zbMATH Keywords

differential operator\(n\)-dimensional Bessel bridgedensity of hyperbolic diffusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items

Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature. ⋮ Jacobi radial stable processes ⋮ Unnamed Item