2 papers
math.PR2018
Conditioned point processes with application to Lévy bridges
Giovanni Conforti, Tetiana Kosenkova, Sylvie Roelly
Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised…
math.PR2017
Pinned diffusions and Markov bridges
Florian Hildebrandt, Sylvie Rœlly
In this article we consider a family of real-valued diffusion processes on the time interval indexed by their prescribed initial value and another point…