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Markov bridges: SDE representation - MaRDI portal

Markov bridges: SDE representation (Q5962603)

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scientific article; zbMATH DE number 6541533
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English
Markov bridges: SDE representation
scientific article; zbMATH DE number 6541533

    Statements

    title
    Markov bridges: SDE representation (English)
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    author
    Umut Çetin
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    Albina Danilova
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    publication date
    15 February 2016
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    Mathematics Subject Classification ID
    60J25
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    60H10
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    60J65
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    60J60
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    60G44
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    60F05
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    zbMATH DE Number
    6541533
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    zbMATH Keywords
    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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    OpenAlex ID
    W2164186317
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    arXiv ID
    1402.0822
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