General alpha-Wiener bridges
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Publication:2787493
zbMath1331.60056arXiv1102.4288MaRDI QIDQ2787493
Mátyás Barczy, Peter Becker-Kern
Publication date: 4 March 2016
Full work available at URL: https://arxiv.org/abs/1102.4288
Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)
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