Distribution of functionals of bridges for diffusions with jumps |
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| Authors: | A N Borodin |
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| Institution: | (1) St.Petersburg Department of the Steklov Mathematical Institute, St.Petersburg, Russia |
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| 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.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 341, 2007, pp. 34–47. |
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