Conditioning diffusion processes with respect to the local time at the origin
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Publication:5055381
DOI10.1088/1742-5468/ac9618OpenAlexW4307871419MaRDI QIDQ5055381
Publication date: 13 December 2022
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.15818
Related Items (2)
Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes ⋮ Exact solutions for the probability density of various conditioned processes with an entrance boundary
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