Brownian bridge with random length and pinning point for modelling of financial information
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Publication:5056586
DOI10.1080/17442508.2021.2017438zbMath1502.60045arXiv1907.08047OpenAlexW2958177164MaRDI QIDQ5056586
Publication date: 8 December 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.08047
Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Limit theorems in probability theory (60F99)
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