Add to ORKGEducação Superior::Ciências Exatas e da Terra::MatemáticaA Brownian bridge is a continuous stochastic process with a probability distribution that is the conditional distribution of a Wiener process given prescribed values at the beginning and end of the process. This Demonstration displays a specified number of paths of a Brownian bridge process connecting two values, chosen by the user, at the beginning and end. It also shows (as dashed lines) "small" positive and negative integer multiples of the standard deviation of the proces
Firstly, we provide simple elementary proofs to derive the exact distributions of the areas under fu...
We review the analytic transformations allowing to construct standard Brownian bridges from a Browni...
Abstract: For a continuous function f ∈ C([0, 1]), define the Vervaat transform V (f)(t): = f(τ(f) +...
The Brownian Bridge algorithm belongs to the family of Monte Carlo or Quasi-Monte Carlo methods with...
AbstractWe give an exposition of Brownian motion and the Brownian bridge, both continuous and discre...
The processes of the form , where K is a constant, and B(·) a Brownian bridge, are investigated. We...
This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and...
The Classical Brownian Bridge is constructed in Symmetric Fock space over an appropriate base Hilber...
We consider particles obeying Langevin dynamics while being at known positions and having known velo...
Abstract. We consider Kallenberg’s hypothesis on the characteristic function of a Lévy process and ...
tributed time, exchangeable increments We de¯ne the ¯rst passage bridge from 0 to ¸ as the Brownian ...
AbstractThe necessary and sufficient condition for a function to be upper class relative to a Browni...
We give two new proofs of Csaki's formula for the law of the ratio 1, Q of the maximum relative...
In animal movement research, the probability density function (PDF) of the time-integrated Brownian ...
AbstractA generalized bridge is a stochastic process that is conditioned on N linear functionals of ...
Firstly, we provide simple elementary proofs to derive the exact distributions of the areas under fu...
We review the analytic transformations allowing to construct standard Brownian bridges from a Browni...
Abstract: For a continuous function f ∈ C([0, 1]), define the Vervaat transform V (f)(t): = f(τ(f) +...
The Brownian Bridge algorithm belongs to the family of Monte Carlo or Quasi-Monte Carlo methods with...
AbstractWe give an exposition of Brownian motion and the Brownian bridge, both continuous and discre...
The processes of the form , where K is a constant, and B(·) a Brownian bridge, are investigated. We...
This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and...
The Classical Brownian Bridge is constructed in Symmetric Fock space over an appropriate base Hilber...
We consider particles obeying Langevin dynamics while being at known positions and having known velo...
Abstract. We consider Kallenberg’s hypothesis on the characteristic function of a Lévy process and ...
tributed time, exchangeable increments We de¯ne the ¯rst passage bridge from 0 to ¸ as the Brownian ...
AbstractThe necessary and sufficient condition for a function to be upper class relative to a Browni...
We give two new proofs of Csaki's formula for the law of the ratio 1, Q of the maximum relative...
In animal movement research, the probability density function (PDF) of the time-integrated Brownian ...
AbstractA generalized bridge is a stochastic process that is conditioned on N linear functionals of ...
Firstly, we provide simple elementary proofs to derive the exact distributions of the areas under fu...
We review the analytic transformations allowing to construct standard Brownian bridges from a Browni...
Abstract: For a continuous function f ∈ C([0, 1]), define the Vervaat transform V (f)(t): = f(τ(f) +...