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Zapiski Nauchnykh Seminarov POMI, 2002, Volume 294, Pages 29–42 (Mi znsl1684)  
This article is cited in 2 scientific papers (total in 2 papers)

On diffusions with identical bridges

A. N. Borodin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Full-text PDF (223 kB) Citations (2)
Abstract: It is showed that the diffusions with identical bridges compose the classes of stochastic processes for which methods of calculation of distributions of functionals are also identical. Some particular classes of such processes are considered.
Received: 28.11.2002
English version:
Journal of Mathematical Sciences (New York), 2005, Volume 127, Issue 1, Pages 1687–1695
DOI: https://doi.org/10.1007/s10958-005-0129-8
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: A. N. Borodin, “On diffusions with identical bridges”, Probability and statistics. Part 5, Zap. Nauchn. Sem. POMI, 294, POMI, St. Petersburg, 2002, 29–42; J. Math. Sci. (N. Y.), 127:1 (2005), 1687–1695
Citation in format AMSBIB
\Bibitem{Bor02}
\by A.~N.~Borodin
\paper On diffusions with identical bridges
\inbook Probability and statistics. Part~5
\serial Zap. Nauchn. Sem. POMI
\yr 2002
\vol 294
\pages 29--42
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1684}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1976745}
\zmath{https://zbmath.org/?q=an:1080.60075}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2005
\vol 127
\issue 1
\pages 1687--1695
\crossref{https://doi.org/10.1007/s10958-005-0129-8}
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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