Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges (Q470374): Difference between revisions

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-Mátyás Barczy
@@ Property / author: Mátyás Barczy / rank @@
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-Q251482
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+Peter Becker-Kern
@@ Property / author: Peter Becker-Kern / rank @@
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+MaRDI publication profile
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+.0548
@@ Property / arXiv ID: 1011.0548 / rank @@
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@@ Property / cites work @@
+The distribution of the maximal difference between a Brownian bridge and its concave majorant
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@@ Property / cites work @@
+Representations of multidimensional linear process bridges
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@@ Property / cites work @@
+Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
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+Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlen\-beck processes
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@@ Property / cites work @@
+Test to distinguish a Brownian motion from a Brownian bridge using Pólya tree process
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+Q3150773
@@ Property / cites work: Q3150773 / rank @@
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+Bridges of quadratic harnesses
@@ Property / cites work: Bridges of quadratic harnesses / rank @@
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+Markovian bridges: weak continuity and pathwise constructions
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+Simulation of conditioned diffusion and application to parameter estimation
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