Bridges of quadratic harnesses
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Publication:392696
DOI10.1214/EJP.v17-1866zbMath1291.60151MaRDI QIDQ392696
Jacek Wesołowski, Wlodzimierz Bryc
Publication date: 15 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)
Related Items (4)
Flows in near algebras with applications to harnesses ⋮ Stitching pairs of Lévy processes into harnesses ⋮ Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges ⋮ Wilson's $6-j$ Laws and Stitched Markov Processes
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