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- W4293443608 abstract "Abstract The generalized Brownian bridge <m:math xmlns:m=http://www.w3.org/1998/Math/MathML> <m:msup> <m:mi>X</m:mi> <m:mrow> <m:mi>a</m:mi> <m:mo>,</m:mo> <m:mi>b</m:mi> <m:mo>,</m:mo> <m:mi>T</m:mi> </m:mrow> </m:msup> </m:math> {X^{a,b,T}} from a to b of length T was used in several fields such as in mathematical finance, biology and statistics. In this paper, we study the following stochastic properties and characteristics of this process: The Hölder continuity, the self-similarity, the quadratic variation, the Markov property, the stationarity of the increments, and the α-differentiability of the trajectories." @default.
- W4293443608 created "2022-08-29" @default.
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- W4293443608 date "2022-08-30" @default.
- W4293443608 modified "2023-09-28" @default.
- W4293443608 title "Some results on the generalized Brownian bridge" @default.
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- W4293443608 doi "https://doi.org/10.1515/rose-2022-2082" @default.
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