Markov bridges: SDE representation (Q5962603): Difference between revisions

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Latest revision as of 11:25, 11 July 2024

scientific article; zbMATH DE number 6541533
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English
Markov bridges: SDE representation
scientific article; zbMATH DE number 6541533

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    Markov bridges: SDE representation (English)
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    15 February 2016
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    Markov bridges
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    stochastic differential equations
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    Brownian motion
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    diffusion
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    \(h\)-transform
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    martingale problem
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    weak convergence
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