Exact solutions for the probability density of various conditioned processes with an entrance boundary
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Publication:6123005
DOI10.1063/5.0186456arXiv2402.04781MaRDI QIDQ6123005
Publication date: 4 March 2024
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2402.04781
Brownian motion (60J65) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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