Canonical decompositions of certain generalized Brownian bridges

DOI10.1214/ECP.v7-1044zbMath1013.60059MaRDI QIDQ1860578

Larbi Alili

Publication date: 25 February 2003

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122683

zbMATH Keywords

Brownian motionBrownian bridgecanonical decompositionVolterra transform

Mathematics Subject Classification ID

Brownian motion (60J65) Real polynomials: analytic properties, etc. (26C05)

Related Items (6)

Brownian bridge with random length and pinning point for modelling of financial information ⋮ Partial functional quantization and generalized bridges ⋮ Equivalence of Volterra processes: Degenerate case ⋮ Conditioned stochastic differential equations: theory, examples and application to finance. ⋮ Generalized Gaussian bridges ⋮ Further results on some singular linear stochastic differential equations

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