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Zapiski Nauchnykh Seminarov POMI, 2012, Volume 408, Pages 74–83 (Mi znsl5493)  
Distributions of integral functionals of bridges of Gaussian diffusions

A. N. Borodinab

a St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia
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Abstract: 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.
Key words and phrases: bridge of Gaussian diffusion, distribution, integral functional.
Received: 05.10.2012
English version:
Journal of Mathematical Sciences (New York), 2014, Volume 199, Issue 2, Pages 107–112
DOI: https://doi.org/10.1007/s10958-014-1837-8
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. N. Borodin, “Distributions of integral functionals of bridges of Gaussian diffusions”, Probability and statistics. Part 18, Zap. Nauchn. Sem. POMI, 408, POMI, St. Petersburg, 2012, 74–83; J. Math. Sci. (N. Y.), 199:2 (2014), 107–112
Citation in format AMSBIB
\Bibitem{Bor12}
\by A.~N.~Borodin
\paper Distributions of integral functionals of bridges of Gaussian diffusions
\inbook Probability and statistics. Part~18
\serial Zap. Nauchn. Sem. POMI
\yr 2012
\vol 408
\pages 74--83
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl5493}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3032209}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2014
\vol 199
\issue 2
\pages 107--112
\crossref{https://doi.org/10.1007/s10958-014-1837-8}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84902291574}
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