Markovian bridges and reversible diffusion processes with jumps

Privault, Nicolas; Zambrini, Jean-Claude

doi:10.1016/j.anihpb.2003.08.001

Privault, Nicolas ; Zambrini, Jean-Claude

Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004) no. 5, pp. 599-633.

MR Zbl

DOI : 10.1016/j.anihpb.2003.08.001

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     author = {Privault, Nicolas and Zambrini, Jean-Claude},
     title = {Markovian bridges and reversible diffusion processes with jumps},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {599--633},
     publisher = {Elsevier},
     volume = {40},
     number = {5},
     year = {2004},
     doi = {10.1016/j.anihpb.2003.08.001},
     mrnumber = {2086016},
     zbl = {1060.60075},
     language = {en},
     url = {http://www.numdam.org/articles/10.1016/j.anihpb.2003.08.001/}
}

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Privault, Nicolas; Zambrini, Jean-Claude. Markovian bridges and reversible diffusion processes with jumps. Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004) no. 5, pp. 599-633. doi : 10.1016/j.anihpb.2003.08.001. http://www.numdam.org/articles/10.1016/j.anihpb.2003.08.001/

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