论文标题
关于条件贝塞尔桥的弱收敛性
On the weak convergence of conditioned Bessel bridges
论文作者
论文摘要
本文的目的是介绍称为“ $δ$维贝塞尔房屋移动”及其性质的随机过程的构建。我们研究了以上条件的$δ$维贝塞尔桥的弱收敛性，我们将此极限称为$δ$维$维贝塞尔房屋移动。应用这种弱收敛结果，我们给出了其分布的分解公式及其radon-nikodym密度，用于相对于贝塞尔过程之一的贝塞尔房屋移动的分布。我们还证明，$δ$维贝塞尔房屋移动是$δ$维贝塞尔的过程，第一次以$ t = 1 $击中固定点。
The purpose of this paper is to introduce the construction of a stochastic process called "$δ$-dimensional Bessel house-moving" and its properties. We study the weak convergence of $δ$-dimensional Bessel bridges conditioned from above, and we refer to this limit as $δ$-dimensional Bessel house-moving. Applying this weak convergence result, we give the decomposition formula for its distribution and the Radon-Nikodym density for the distribution of the Bessel house-moving with respect to the one of the Bessel process. We also prove that $δ$-dimensional Bessel house-moving is a $δ$-dimensional Bessel process hitting a fixed point for the first time at $t=1$.
