Markovian bridges: weak continuity and pathwise constructions

DOI10.1214/10-AOP562zbMath1217.60066arXiv0905.2155MaRDI QIDQ2431520

Gerónimo Uribe Bravo, Loïc Chaumont

Publication date: 15 April 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.2155

zbMATH Keywords

self-similar processFeller processMarkov bridgesbridge lawbackward optional timebackward strong Markov property

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65)

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