Construction and sample path properties of diffusion house-moving between two curves

Kensuke Ishitani; Soma Nishino

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arXiv · 2503.16912

Construction and sample path properties of diffusion house-moving between two curves

Kensuke Ishitani·Soma Nishino

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Abstract

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.

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Kensuke Ishitani, Soma Nishino. 2025-03-21. Construction and sample path properties of diffusion house-moving between two curves. https://arxiv.org/abs/2503.16912

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