Representations of multidimensional linear process bridges-Reference-Cited by-同舟云学术

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Representations of multidimensional linear process bridges

Published:2013-01-01 Issue:2 Volume:21 Page:
ISSN:0926-6364
Container-title:Random Operators and Stochastic Equations
language:
Short-container-title:

Author:

Barczy Mátyás,Kern Peter

Publisher

Walter de Gruyter GmbH

Subject

Statistics and Probability,Analysis

Link

https://www.degruyter.com/document/doi/10.1515/rose-2013-0009/pdf

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Pinned Diffusions and Markov Bridges;Journal of Theoretical Probability;2019-10-23

2. Karhunen–Loève expansion for a generalization of Wiener bridge;Lithuanian Mathematical Journal;2018-10

3. Constraint Ornstein-Uhlenbeck bridges;Journal of Mathematical Physics;2017-09

4. Large deviations for Bernstein bridges;Stochastic Processes and their Applications;2016-05

5. Systematic physics constrained parameter estimation of stochastic differential equations;Computational Statistics & Data Analysis;2015-03

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