Markovian bridges and reversible diffusion processes with jumps

Nicolas Privault; Jean-Claude Zambrini

Annales de l'I.H.P. Probabilités et statistiques (2004)

  • Volume: 40, Issue: 5, page 599-633
  • ISSN: 0246-0203

How to cite


Privault, Nicolas, and Zambrini, Jean-Claude. "Markovian bridges and reversible diffusion processes with jumps." Annales de l'I.H.P. Probabilités et statistiques 40.5 (2004): 599-633. <>.

author = {Privault, Nicolas, Zambrini, Jean-Claude},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Lévy processes; Markovian bridges; time reversal; Euclidean quantum mechanics},
language = {eng},
number = {5},
pages = {599-633},
publisher = {Elsevier},
title = {Markovian bridges and reversible diffusion processes with jumps},
url = {},
volume = {40},
year = {2004},

AU - Privault, Nicolas
AU - Zambrini, Jean-Claude
TI - Markovian bridges and reversible diffusion processes with jumps
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2004
PB - Elsevier
VL - 40
IS - 5
SP - 599
EP - 633
LA - eng
KW - Lévy processes; Markovian bridges; time reversal; Euclidean quantum mechanics
UR -
ER -


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