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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 341, Pages 34–47 (Mi znsl132)  
This article is cited in 3 scientific papers (total in 3 papers)

Distributions of functionals of bridges of diffusions with jumps

A. N. Borodin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Full-text PDF (228 kB) Citations (3)
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Abstract: The paper deals with a methods of computations of distributions of functionals of bridges of a process which is a generalization of the diffusion with jumps. The approach to the computation of the distributions of integral functionals of bridges is the same as for diffusion itself. It is based on the computation of the Laplace transform of the distributions of integral functionals.
Received: 09.04.2007
English version:
Journal of Mathematical Sciences (New York), 2007, Volume 147, Issue 4, Pages 6864–6872
DOI: https://doi.org/10.1007/s10958-007-0509-3
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: A. N. Borodin, “Distributions of functionals of bridges of diffusions with jumps”, Probability and statistics. Part 11, Zap. Nauchn. Sem. POMI, 341, POMI, St. Petersburg, 2007, 34–47; J. Math. Sci. (N. Y.), 147:4 (2007), 6864–6872
Citation in format AMSBIB
\Bibitem{Bor07}
\by A.~N.~Borodin
\paper Distributions of functionals of bridges of diffusions with jumps
\inbook Probability and statistics. Part~11
\serial Zap. Nauchn. Sem. POMI
\yr 2007
\vol 341
\pages 34--47
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl132}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2363583}
\zmath{https://zbmath.org/?q=an:1117.60078}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2007
\vol 147
\issue 4
\pages 6864--6872
\crossref{https://doi.org/10.1007/s10958-007-0509-3}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-36048953054}
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  • https://www.mathnet.ru/eng/znsl/v341/p34
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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