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Operator scaled Wiener bridges - MaRDI portal

Operator scaled Wiener bridges (Q2786471)

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scientific article; zbMATH DE number 6541374
Language Label Description Also known as
English
Operator scaled Wiener bridges
scientific article; zbMATH DE number 6541374

    Statements

    title
    Operator scaled Wiener bridges (English)
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    author
    Mátyás Barczy
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    Vincent Krause
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    Peter Kern
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    publication date
    12 February 2016
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    zbMATH Keywords
    multidimensional Wiener bridges
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    stochastic differential equation
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    operator scaling
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    strong law of large numbers
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    asymptotic behavior
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60G15
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    60F15
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    60G17
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    60J60
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    zbMATH DE Number
    6541374
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    OpenAlex ID
    W2963172034
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    arXiv ID
    1308.6134
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    DOI
    10.1051/PS/2014016
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