摘要
The two gate formula for a diffusion X_t in R^n is considered.The formula gives an expressionof the density function of X_t in terms of the path integral of the Brownian bridge starting from xand ending on y at time t.
The two gate formula for a diffusion X_t in R^n is considered.The formula gives an expressionof the density function of X_t in terms of the path integral of the Brownian bridge starting from xand ending on y at time t.
基金
This project is supported by the National Natural Science Foundation of China