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math-ph2026
Conditioning the tanh-drift process on first-passage times: Exact drifts, bridges, and process equivalences
Kacim François-Élie, Alain Mazzolo
In this article, we consider the Benes process with drift , with , , that is, the diffusion defined by the stochastic differential equat…
math-ph2024
Exact solutions for the probability density of various conditioned processes with an entrance boundary
Alain Mazzolo
The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and…