On diffusions with identical bridges
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 29-42
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It is showed that the diffusions with identical bridges compose the classes of stochastic processes for which methods of calculation of distributions of functionals are also identical. Some particular classes of such processes are considered.
@article{ZNSL_2002_294_a2,
author = {A. N. Borodin},
title = {On diffusions with identical bridges},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {29--42},
year = {2002},
volume = {294},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a2/}
}
A. N. Borodin. On diffusions with identical bridges. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 29-42. http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a2/