Distribution of functionals of bridges for diffusions with jumps View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2007-12

AUTHORS

A. N. Borodin

ABSTRACT

The paper deals with a method of calculation of distributions for functionals of bridges of a process which is a generalization of a diffusion with jumps. The approach to calculation of distributions for integral functionals of bridges is the same as for the diffusion itself. This approach is based on calculation of the Laplace transform of distributions of the integral functionals. Bibliography: 4 titles. More... »

PAGES

6864-6872

Journal

TITLE

Journal of Mathematical Sciences

ISSUE

4

VOLUME

147

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10958-007-0509-3

DOI

http://dx.doi.org/10.1007/s10958-007-0509-3

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1021507294


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