Representations of multidimensional linear process bridges (Q2841512)

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Representations of multidimensional linear process bridges
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    Representations of multidimensional linear process bridges (English)
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    26 July 2013
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    linear process bridge
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    Markov transition densities
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    h-transform
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    integral representation
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    anticipative representation
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    Ornstein-Uhlenbeck bridge
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