Constraint Ornstein-Uhlenbeck bridges
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Publication:5366994
DOI10.1063/1.5000077zbMath1372.60116arXiv1704.07644OpenAlexW2608987061MaRDI QIDQ5366994
Publication date: 10 October 2017
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.07644
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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