Markov bridges: SDE representation (Q5962603)
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scientific article; zbMATH DE number 6541533
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov bridges: SDE representation |
scientific article; zbMATH DE number 6541533 |
Statements
Markov bridges: SDE representation (English)
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15 February 2016
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Markov bridges
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stochastic differential equations
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Brownian motion
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diffusion
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\(h\)-transform
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martingale problem
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weak convergence
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