Construction and sample path properties of diffusion house-moving between two curves
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866908276807958528 |
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| author | Ishitani, Kensuke Nishino, Soma |
| author_facet | Ishitani, Kensuke Nishino, Soma |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_16912 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Construction and sample path properties of diffusion house-moving between two curves Ishitani, Kensuke Nishino, Soma Probability Primary 60F17, Secondary 60J60 G.3 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. |
| title | Construction and sample path properties of diffusion house-moving between two curves |
| topic | Probability Primary 60F17, Secondary 60J60 G.3 |
| url | https://arxiv.org/abs/2503.16912 |