Conditioned Diffusions which are Brownian Bridges

Journal of Theoretical Probability

Volumn 10, Issue 3, 1997, Pages 733-736

  Benjamini, Itai ^a   Lee, Susan ^b  

^a WEIZMANN INSTITUTE OF SCIENCE   (Israel)

^b NEW MEXICO STATE UNIVERSITY   (United States)

Author keywords

Brownian bridge; Brownian motion; Diffusions; Girsanov transformations

Indexed keywords

EID: 0031477387     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022657828923     Document Type: Article

References (1)

1. Rogers, L. C. G. (1985). Smooth transition densities for one-dimensional diffusions. Bull. London Math. Soc. 17:157-161.