Operator scaled Wiener bridges

DOI10.1051/ps/2014016zbMath1333.60116arXiv1308.6134OpenAlexW2963172034MaRDI QIDQ2786471

Mátyás Barczy, Vincent Krause, Peter Becker-Kern

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.6134

zbMATH Keywords

stochastic differential equationasymptotic behaviorstrong law of large numbersoperator scalingmultidimensional Wiener bridges

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Diffusion processes (60J60) Sample path properties (60G17)

Cites Work

• On a one-parameter generalization of the Brownian bridge and associated quadratic functionals
• Introduction to stochastic integration.
• α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
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