Constraint Ornstein-Uhlenbeck bridges (Q5366994): Difference between revisions

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+W2608987061
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+.07644
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+Physics of Stochastic Processes
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+The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
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+Properties of the reflected Ornstein-Uhlenbeck process
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+Nonequilibrium Markov processes conditioned on large deviations
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+Generalized Gaussian bridges
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+Stochastic Bridges of Linear Systems
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+Representations of multidimensional linear process bridges
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+Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
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+Constrained Brownian processes and constrained Brownian bridges
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