Pages that link to "Item:Q1769586"
From MaRDI portal
The following pages link to A parallel between Brownian bridges and gamma bridges (Q1769586):
Displaying 15 items.
- Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
- Dirichlet mean identities and laws of a class of subordinators (Q453266) (← links)
- Lévy random bridges and the modelling of financial information (Q544493) (← links)
- Equilibrium effects of intraday order-splitting benchmarks (Q829334) (← links)
- Incorporating the stochastic process setup in parameter estimation (Q905240) (← links)
- Some explicit Krein representations of certain subordinators, including the gamma process (Q998128) (← links)
- On a Lévy process pinned at random time (Q2126289) (← links)
- Bridges with random length: gamma case (Q2181620) (← links)
- Multiplicative Schrödinger problem and the Dirichlet transport (Q2200506) (← links)
- Entropic measure and Wasserstein diffusion (Q2270611) (← links)
- Harnesses, Lévy bridges and Monsieur Jourdain (Q2485829) (← links)
- MODULATED INFORMATION FLOWS IN FINANCIAL MARKETS (Q3304215) (← links)
- Brownian bridge with random length and pinning point for modelling of financial information (Q5056586) (← links)
- Dam rain and cumulative gain (Q5072615) (← links)
- OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH (Q5262522) (← links)
