Some results on the generalized Brownian bridge

DOI10.1515/ROSE-2022-2082zbMath1499.60115OpenAlexW4293443608WikidataQ114052698 ScholiaQ114052698MaRDI QIDQ2090572

Aissa Sghir, Soukaina Hadiri

Publication date: 25 October 2022

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2022-2082

zbMATH Keywords

Brownian motionGaussian processself-similarityBrownian bridgequadratic variation\( \alpha \)-differentiability

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Cites Work

• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• About non-differentiable functions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Some results on the generalized Brownian bridge