Pinned diffusions and Markov bridges (Q2181618)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pinned diffusions and Markov bridges |
scientific article |
Statements
Pinned diffusions and Markov bridges (English)
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19 May 2020
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pinned diffusion
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\(\alpha\)-Brownian bridge
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\(\alpha\)-Wiener bridge
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Gaussian Markov process
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reciprocal characteristics
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