Brownian bridge with random length and pinning point for modelling of financial information (Q5056586)
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scientific article; zbMATH DE number 7629425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian bridge with random length and pinning point for modelling of financial information |
scientific article; zbMATH DE number 7629425 |
Statements
Brownian bridge with random length and pinning point for modelling of financial information (English)
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8 December 2022
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Bayes theorem
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Brownian bridges
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stopping times
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Markov processes
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semi-martingale decomposition
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