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math.PR2017★ 1 cited
Bessel bridge representation for heat kernel in hyperbolic space
Xue Cheng, Tai-Ho Wang
This article shows a Bessel bridge representation for the transition density of Brownian motion on the Poincare space. This transition density is also referred to as the heat kerne…
math.PR2016★ 1 cited
Bridge representation and modal-path approximation
Jiro Akahori, Xiaoming Song, Tai-Ho Wang
The article shows a bridge representation for the joint density of a system of stochastic processes consisting of a Brownian motion with drift coupled with a correlated fractional…