Conditioning two diffusion processes with respect to their first-encounter properties
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Publication:5054702
DOI10.1088/1751-8121/ac7af3OpenAlexW4283267175MaRDI QIDQ5054702
Publication date: 29 November 2022
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.03326
Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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Conditioning diffusion processes with killing rates, Conditioning diffusion processes with respect to the local time at the origin, Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
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