Markovian bridges: weak continuity and pathwise constructions
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Publication:2431520
DOI10.1214/10-AOP562zbMath1217.60066arXiv0905.2155MaRDI QIDQ2431520
Loïc Chaumont, Gerónimo Uribe Bravo
Publication date: 15 April 2011
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0905.2155
self-similar process; Feller process; Markov bridges; bridge law; backward optional time; backward strong Markov property
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