Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges (Q470374)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges |
scientific article |
Statements
Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges (English)
0 references
12 November 2014
0 references
sample path deviation
0 references
Wiener process
0 references
Ornstein-Uhlenbeck process
0 references
integral representation
0 references
space-time transform
0 references
0 references
0 references
0 references
