Gaussian bridges

Dario Gasbarra, Tommi Sottinen, Esko Valkeila

Research output: Working paperProfessional

27 Citations (Scopus)
Original languageEnglish
Place of PublicationEspoo
Pages24
Publication statusPublished - 2004
MoE publication typeD4 Published development or research report or study

Publication series

NameHelsinki University of Technology, Research Reports
PublisherHelsinki University of Technology
No.A481

Keywords

  • Brownian bridge
  • enlargement of filtration
  • fractional Brownian bridge
  • fractional Brownian motion
  • Gaussian processes
  • pinned Gaussian processes
  • tied down Gaussian processes

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