Operator scaled Wiener bridges
From MaRDI portal
Publication:2786471
DOI10.1051/ps/2014016zbMath1333.60116arXiv1308.6134MaRDI QIDQ2786471
Mátyás Barczy, Peter Becker-Kern, Vincent Krause
Publication date: 12 February 2016
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.6134
stochastic differential equation; asymptotic behavior; strong law of large numbers; operator scaling; multidimensional Wiener bridges
60G15: Gaussian processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F15: Strong limit theorems
60J60: Diffusion processes
60G17: Sample path properties