On Drifting Brownian Motion Made Periodic (Q5126595)

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scientific article; zbMATH DE number 7262369
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English
On Drifting Brownian Motion Made Periodic
scientific article; zbMATH DE number 7262369

    Statements

    title
    On Drifting Brownian Motion Made Periodic (English)
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    author
    Paul McGill
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    publication date
    20 October 2020
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    zbMATH Keywords
    drifting Brownian motion
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    approximate bridge
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    circular measure
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    Girsanov formula
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60H10
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    28C20
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    zbMATH DE Number
    7262369
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