Bridges with random length: gamma case

DOI10.1007/s10959-019-00955-4zbMath1456.60095arXiv1804.03442OpenAlexW2981533473MaRDI QIDQ2181620

Astrid Hilbert, Mohammed Louriki, Mohamed Erraoui

Publication date: 19 May 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.03442

zbMATH Keywords

Lévy processesMarkov processBayes theoremgamma processesgamma bridges

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales and classical analysis (60G46) Jump processes on general state spaces (60J76)

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