Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
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Publication:6042911
DOI10.1088/1751-8121/acccbdzbMath1509.60131arXiv2208.11911OpenAlexW4365458179MaRDI QIDQ6042911
Publication date: 4 May 2023
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.11911
Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Local time and additive functionals (60J55)
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