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Generalised Brownian bridges: examples - MaRDI portal

Generalised Brownian bridges: examples (Q5376129)

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scientific article; zbMATH DE number 6937971
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English
Generalised Brownian bridges: examples
scientific article; zbMATH DE number 6937971

    Statements

    author
    Xue-Mei Li
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    publication date
    17 September 2018
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    zbMATH Keywords
    Brownian bridges
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    time-dependent singular drifts
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    Gaussian measures
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    equivalence
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    Cameron-Martin spaces
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    arXiv classification
    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    60G30
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    60J65
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    60H07
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    58J65
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    zbMATH DE Number
    6937971
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    arXiv ID
    1612.08716
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