Conditioned diffusions which are Brownian bridges (Q1366729)

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Conditioned diffusions which are Brownian bridges
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    Statements

    title
    Conditioned diffusions which are Brownian bridges (English)
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    author
    Itai Benjamini
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    Susan Lee
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    publication date
    17 September 1997
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    zbMATH Keywords
    diffusions
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    Brownian motion
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    Brownian bridge
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    Girsanov transformations
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    Identifiers

    zbMATH DE Number
    1061816
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