AbstractWe give an exposition of Brownian motion and the Brownian bridge, both continuous and discrete. Several examples are given where these processes, or ones closely related to them, are used in statistical applications. Representations of the processes, in terms of weighted standard normal variable, are given, and it is suggested how these might be used in simulation studies
This thesis is composed of six chapters, which mainly deals with embedding continuous paths in Brown...
AbstractThe necessary and sufficient condition for a function to be upper class relative to a Browni...
We consider particles obeying Langevin dynamics while being at known positions and having known velo...
Educação Superior::Ciências Exatas e da Terra::MatemáticaA Brownian bridge is a continuous stochasti...
This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and...
AbstractA generalized bridge is a stochastic process that is conditioned on N linear functionals of ...
A generalized bridge is a stochastic process that is conditioned on N linear functionals of its path...
Firstly, we provide simple elementary proofs to derive the exact distributions of the areas under fu...
We observe that the probability distribution of the Brownian motion with drift −cx/(1−t) where c≠1 i...
The Brownian Bridge algorithm belongs to the family of Monte Carlo or Quasi-Monte Carlo methods with...
We define a generalized Brownian bridge and we provide some information about its filtration. Two de...
The iterative simulation of the Brownian bridge is well known. In this article, we present a vectori...
AbstractLet {bF(t),t∈[0,1]} be an F-Brownian bridge process. We study the asymptotic behaviour of no...
We introduce "probabilistic" and "stochastic Hilbertian structures". These seem to be a suitable con...
The processes of the form , where K is a constant, and B(·) a Brownian bridge, are investigated. We...
This thesis is composed of six chapters, which mainly deals with embedding continuous paths in Brown...
AbstractThe necessary and sufficient condition for a function to be upper class relative to a Browni...
We consider particles obeying Langevin dynamics while being at known positions and having known velo...
Educação Superior::Ciências Exatas e da Terra::MatemáticaA Brownian bridge is a continuous stochasti...
This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and...
AbstractA generalized bridge is a stochastic process that is conditioned on N linear functionals of ...
A generalized bridge is a stochastic process that is conditioned on N linear functionals of its path...
Firstly, we provide simple elementary proofs to derive the exact distributions of the areas under fu...
We observe that the probability distribution of the Brownian motion with drift −cx/(1−t) where c≠1 i...
The Brownian Bridge algorithm belongs to the family of Monte Carlo or Quasi-Monte Carlo methods with...
We define a generalized Brownian bridge and we provide some information about its filtration. Two de...
The iterative simulation of the Brownian bridge is well known. In this article, we present a vectori...
AbstractLet {bF(t),t∈[0,1]} be an F-Brownian bridge process. We study the asymptotic behaviour of no...
We introduce "probabilistic" and "stochastic Hilbertian structures". These seem to be a suitable con...
The processes of the form , where K is a constant, and B(·) a Brownian bridge, are investigated. We...
This thesis is composed of six chapters, which mainly deals with embedding continuous paths in Brown...
AbstractThe necessary and sufficient condition for a function to be upper class relative to a Browni...
We consider particles obeying Langevin dynamics while being at known positions and having known velo...