Gaussian bridges
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Cited in
(24)- A parallel between Brownian bridges and gamma bridges
- On a Lévy process pinned at random time
- Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness
- On the eigenproblem for Gaussian bridges
- Prediction law of mixed Gaussian Volterra processes
- Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes
- Large deviations for Bernstein bridges
- Representations of multidimensional linear process bridges
- scientific article; zbMATH DE number 6831816 (Why is no real title available?)
- Large deviation estimates of the crossing probability for pinned Gaussian processes
- On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach
- Bridges with random length: Gaussian-Markovian case
- On the minimum of a conditioned Brownian bridge
- Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
- Nonequilibrium Markov processes conditioned on large deviations
- On the location of the maximum of a process: Lévy, Gaussian and random field cases
- Volterra bridges and applications
- Stochastic calculus with respect to Gaussian processes
- On the (non)stationary density of fractional-driven stochastic differential equations
- Limit theorems for some even-power integral functionals driven by fractional Brownian motion and fractional Brownian bridge
- Optimal stopping of Gauss-Markov bridges
- Sample path properties of the fractional Wiener-Weierstrass bridge
- Simulating diffusion bridges using the Wiener chaos expansion
- Generalized Gaussian bridges
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