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20162021
most citedBrownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function

9 citations · 18 across the 4 of their papers we have counts for

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Showing 2018 · math.PRShow all

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math.PR2018★ 4 cited

Small-time fluctuations for the bridge in a model class of hypoelliptic diffusions of weak Hörmander type

Karen Habermann

We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak Hörmande…