The Brownian bridge as a flat integral (Q3982607)
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scientific article; zbMATH DE number 24545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Brownian bridge as a flat integral |
scientific article; zbMATH DE number 24545 |
Statements
The Brownian bridge as a flat integral (English)
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26 June 1992
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Brownian bridge
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non-standard flat integral representation
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stochastic integral
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Cameron-Martin formula
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0.91195273
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0.88899964
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