scientific article; zbMATH DE number 858031

zbMATH Open0842.60079MaRDI QIDQ4870543FDOQ4870543

Authors: O.Brockhaus 

Publication date: 19 March 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

large deviationsBrownian motionGibbs measuresBrownian bridgeMarkov propertyBrownian sheetlocal specificationSchrödinger bridgeMartin-Dynkin boundary

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60) Brownian motion (60J65) Boundary theory for Markov processes (60J50)

Cited In (2)

• Entropy minimization and Schrödinger processes in infinite dimensions
• Dividend derivatives

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