Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
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Publication:470374
DOI10.1214/11-BJPS175zbMath1306.60035arXiv1011.0548MaRDI QIDQ470374
Mátyás Barczy, Peter Becker-Kern
Publication date: 12 November 2014
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.0548
Wiener process; integral representation; Ornstein-Uhlenbeck process; sample path deviation; space-time transform
60G51: Processes with independent increments; Lévy processes
60G15: Gaussian processes
60G17: Sample path properties