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Weierstrass bridges

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Publication:6567155
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DOI10.1090/tran/9116MaRDI QIDQ6567155

Zhenyuan Zhang, Alexander Schied

Publication date: 4 July 2024

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)



zbMATH Keywords

Gaussian martingalefractal Weierstraß functionsfractional Wiener-Weierstraß bridges


Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44) Sample path properties (60G17) Fractals (28A80)








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