Conditioned diffusions which are Brownian bridges (Q1366729)
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scientific article; zbMATH DE number 1061816
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Conditioned diffusions which are Brownian bridges |
scientific article; zbMATH DE number 1061816 |
Statements
Conditioned diffusions which are Brownian bridges (English)
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17 September 1997
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diffusions
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Brownian motion
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Brownian bridge
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Girsanov transformations
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0.7999805212020874
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0.7635090351104736
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0.7606097459793091
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0.7546334862709045
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