Geodesic
Distributions of integral functionals of bridges of Gaussian diffusions
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 18, Tome 408 (2012), pp. 74-83

Voir la notice de l'article provenant de la source Math-Net.Ru

The paper deals with an original approach to derivation of parabolic equation for the Laplace transform of the distributions of integral functional of bridge of Gaussian diffusion. 
@article{ZNSL_2012_408_a4,
     author = {A. N. Borodin},
     title = {Distributions of integral functionals of bridges of {Gaussian} diffusions},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {74--83},
     publisher = {mathdoc},
     volume = {408},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2012_408_a4/}
}
TY  - JOUR
AU  - A. N. Borodin
TI  - Distributions of integral functionals of bridges of Gaussian diffusions
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2012
SP  - 74
EP  - 83
VL  - 408
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2012_408_a4/
LA  - ru
ID  - ZNSL_2012_408_a4
ER  - 
%0 Journal Article
%A A. N. Borodin
%T Distributions of integral functionals of bridges of Gaussian diffusions
%J Zapiski Nauchnykh Seminarov POMI
%D 2012
%P 74-83
%V 408
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2012_408_a4/
%G ru
%F ZNSL_2012_408_a4
A. N. Borodin. Distributions of integral functionals of bridges of Gaussian diffusions. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 18, Tome 408 (2012), pp. 74-83. http://geodesic.mathdoc.fr/item/ZNSL_2012_408_a4/