Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
type: Item
instance of: scholarly article
title: Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
zbMATH Open document ID: 1306.60035
DOI: 10.1214/11-BJPS175
author: Mátyás Barczy
author: Peter Kern
published in: Brazilian Journal of Probability and Statistics
publication date: 2014-11-12T00:00:00Z
full work available at URL: https://arxiv.org/abs/1011.0548
full work available at URL: https://projecteuclid.org/euclid.bjps/1378729982
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 6368739
zbMATH Keywords: sample path deviation
zbMATH Keywords: Wiener process
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: integral representation
zbMATH Keywords: space-time transform
MaRDI profile type: Publication
arXiv ID: 1011.0548
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description: scientific article; zbMATH DE number 6368739