Constrained Brownian processes and constrained Brownian bridges

Mazzolo, A

Mazzolo, A (reprint author), Univ Paris Saclay, Den Serv Etud Reacteurs & Math Appl SERMA, CEA, F-91191 Gif Sur Yvette, France.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2017; ( ):

Abstract

We present a novel approach to describe Brownian paths that end at a given final point at a fixed time, and having the additional constrain of a fixed......

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