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 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
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     title = {Distributions of integral functionals of bridges of {Gaussian} diffusions},
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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/

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