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 
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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     author = {A. N. Borodin},
     title = {Distributions of integral functionals of bridges of {Gaussian} diffusions},
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     year = {2012},
     volume = {408},
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     url = {http://geodesic.mathdoc.fr/item/ZNSL_2012_408_a4/}
}
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Voir la notice du chapitre de livre 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.

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