2025/03/21 by Kensuke Ishitani, Ishitani, Kensuke, Soma Nishino +1
Mathematics · #Geometric Analysis and Curvature Flows #Fractional Differential Equations Solutions #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.2503.16912
The purpose of this paper is to introduce the construction of a stochastic process called ``diffusion house-moving'' and to explore its properties. We study the weak convergence of diffusion bridges conditioned to stay between two curves, and we refer to this limit as diffusion house-moving. Applying this weak convergence result, we give the sample path properties of diffusion house-moving.