## Found 28 Documents (Results 1–28)

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### Exact simulation of first exit times for one-dimensional diffusion processes. (English)Zbl 07197800

MSC:  65C05 65N75 60G40
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### Large deviations of conditioned diffusions and applications. (English)Zbl 1471.60034

MSC:  60F10 60J60
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### Simulation of conditioned diffusions on the flat torus. (English)Zbl 1458.60089

Nielsen, Frank (ed.) et al., Geometric science of information. 4th international conference, GSI 2019, Toulouse, France, August 27–29, 2019. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 11712, 685-694 (2019).
MSC:  60J60 58J65
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### Explicit moments of decision times for single- and double-threshold drift-diffusion processes. (English)Zbl 1396.91627

MSC:  91E10 91B06 60J60
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### Algorithms for Kullback-Leibler approximation of probability measures in infinite dimensions. (English)Zbl 1348.60033

MSC:  60F05 65C50 60G15 60J60 62G05 65C05 35R30
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### Exact simulation for diffusion bridges: an adaptive approach. (English)Zbl 1291.65012

MSC:  65C05 65C50 60J60
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### Continuous-time multitype branching processes conditioned on very late extinction. (English)Zbl 1278.60134

MSC:  60J80 60J60
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### Sampling conditioned hypoelliptic diffusions. (English)Zbl 1219.60062

MSC:  60H15 60J60 37H10
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### Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions. (English)Zbl 1189.60154

MSC:  60J80 60G57
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### A factorisation of diffusion measure and finite sample path constructions. (English)Zbl 1152.65013

MSC:  65C50 60J60 60J65
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### On the lifetime of a conditioned Brownian motion on a fish bowl. (English)Zbl 1139.58027

MSC:  58J65 35J05
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### Retrospective exact simulation of diffusion sample paths with applications. (English)Zbl 1129.60073

MSC:  60J60 60G17
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### Constrained Brownian motion: fluctuations away from circular and parabolic barriers. (English)Zbl 1082.60071

MSC:  60J65 60J60
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### Asymptotics of hitting probabilities for general one-dimensional pinned diffusions. (English)Zbl 1015.60023

MSC:  60F10 60J60
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### Gaussian diffusions and continuous state branching processes with killing. (English)Zbl 0957.60087

MSC:  60J60 60J80
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### The Laplace functional for a class of conditioned superprocesses. (Chinese. English summary)Zbl 0963.60087

MSC:  60J80 60G57 60J60

### Some problems on super-diffusions and one class of nonlinear differential equations. (English)Zbl 0945.60077

MSC:  60J60 35J70
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MSC:  60J60

### Pinned Ornstein-Uhlenbeck processes on an infinite dimensional space. (English)Zbl 0945.60079

Davies, I. M. (ed.) et al., Stochastic analysis and applications. Proceedings of the 5th Gregynog symposium, Gregynog, Powys, GB, July 9-14, 1995. Singapore: World Scientific. 401-407 (1996).
MSC:  60J60

### The lifetime of conditioned diffusions associated with some degenerate elliptic operators. (English)Zbl 0824.60050

MSC:  60H10 60J60
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### The lifetimes of conditioned diffusion processes and conditional gauge. (Chinese. English summary)Zbl 0812.47052

MSC:  47F05 60J65

MSC:  60J60
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### Some caricatures of multiple contact diffusion-limited aggregation and the $$\eta$$-model. (English)Zbl 0746.60073

Stochastic analysis, Proc. Symp., Durham/UK 1990, Lond. Math. Soc. Lect. Note Ser. 167, 179-227 (1991).
MSC:  60G50 60K35

### On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes. (English)Zbl 0567.60076

Reviewer: Wilfrid S.Kendall
MSC:  60J60 60F10
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