The two gate formula for a diffusion X_t in R~n is considered.The formula gives an expressionof the density function of X_t in terms of the path integral of the Brownian bridge starting from xand ending on y at time t.04355-36
In this paper, we investigate the transition probabilities for diffusion processes. In a first part,...
We give two new proofs of Csaki's formula for the law of the ratio 1, Q of the maximum relative...
International audienceWe calculate the probability density function of the local score position on c...
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two dif...
We establish a representation formula for the transition probability density of a diffusion perturbe...
AbstractIn this paper, we consider families of time Markov fields (or reciprocal classes) which have...
Let p be the density of a diffusion process x(t). A variational representation for p1/2and (p/p)1/2,...
In this paper we consider families of time Markov fields (or reciprocal classes) which have the same...
AbstractWe establish a representation formula for the transition probability density of a diffusion ...
The main result is a two-dimensional identity in law. Let (B t ,L t ) and (β t ,λ t ) be two indepen...
There has been little progress in the analysis of two-way diffusion in the last few decades due to t...
Let v be a bounded function with bounded support in Rd, d ≥ 3. Let x, y ∈ Rd. Let Z(t) denote the pa...
AbstractLet v be a bounded function with bounded support in Rd⩾ 3. Let x,yϵRd. Let Z(t) denote the p...
In animal movement research, the probability density function (PDF) of the time-integrated Brownian ...
AbstractIn this paper, we investigate the transition probabilities for diffusion processes. In a fir...
In this paper, we investigate the transition probabilities for diffusion processes. In a first part,...
We give two new proofs of Csaki's formula for the law of the ratio 1, Q of the maximum relative...
International audienceWe calculate the probability density function of the local score position on c...
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two dif...
We establish a representation formula for the transition probability density of a diffusion perturbe...
AbstractIn this paper, we consider families of time Markov fields (or reciprocal classes) which have...
Let p be the density of a diffusion process x(t). A variational representation for p1/2and (p/p)1/2,...
In this paper we consider families of time Markov fields (or reciprocal classes) which have the same...
AbstractWe establish a representation formula for the transition probability density of a diffusion ...
The main result is a two-dimensional identity in law. Let (B t ,L t ) and (β t ,λ t ) be two indepen...
There has been little progress in the analysis of two-way diffusion in the last few decades due to t...
Let v be a bounded function with bounded support in Rd, d ≥ 3. Let x, y ∈ Rd. Let Z(t) denote the pa...
AbstractLet v be a bounded function with bounded support in Rd⩾ 3. Let x,yϵRd. Let Z(t) denote the p...
In animal movement research, the probability density function (PDF) of the time-integrated Brownian ...
AbstractIn this paper, we investigate the transition probabilities for diffusion processes. In a fir...
In this paper, we investigate the transition probabilities for diffusion processes. In a first part,...
We give two new proofs of Csaki's formula for the law of the ratio 1, Q of the maximum relative...
International audienceWe calculate the probability density function of the local score position on c...
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