Conditioned diffusions which are Brownian bridges (Q1366729): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 04:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditioned diffusions which are Brownian bridges |
scientific article |
Statements
Conditioned diffusions which are Brownian bridges (English)
0 references
17 September 1997
0 references
diffusions
0 references
Brownian motion
0 references
Brownian bridge
0 references
Girsanov transformations
0 references
