Distribution of functionals of bridges for diffusions with jumps

Borodin, A.
December 2007
Journal of Mathematical Sciences;Dec2007, Vol. 147 Issue 4, p6864
Academic Journal
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.


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