Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges (Q470374)
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scientific article; zbMATH DE number 6368739
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| English | Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges |
scientific article; zbMATH DE number 6368739 |
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Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges (English)
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12 November 2014
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sample path deviation
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Wiener process
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Ornstein-Uhlenbeck process
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integral representation
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space-time transform
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0.87455225
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0.8605582
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0.8592281
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0.8582951
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