Approximation d'un mouvement brownien et d'un pont brownien par un processus stationnaire. (Approximation of a Brownian motion and a Brownian bridge by a stationary process)

zbMATH Open0597.60074MaRDI QIDQ1079301

Raymond Recoules

Publication date: 1986

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1986__22_1_113_0

zbMATH Keywords

Brownian bridgeOrnstein-Uhlenbeck processGirsanov formulaKullback information

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)

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