Свойства Броуновского моста по распределению
English translation: Brownian bridge distribution properties
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| 21:34 Oct 17, 2017 |
| Russian to English translations [PRO] Science - Mathematics & Statistics / Course Project | |||||||
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|  Selected response from: Jack Doughty United Kingdom Local time: 23:57 | ||||||
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| 4 +1 | Brownian bridge distribution properties |
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| Discussion entries: 4 | |
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Answers
8 hrs confidence: 
peer agreement (net): +1
peer agreement (net): +1Brownian bridge distribution properties Explanation: Brownian bridge - Wikipedia https://en.wikipedia.org/wiki/Brownian_bridge A Brownian bridge is a continuous-time stochastic process B(t) whose probability distribution is the conditional probability distribution of a Wiener process W(t) (a ... Distribution of Brownian Bridge - Mathematics Stack Exchange https://math.stackexchange.com/questions/576105/distribution... 21 Nov 2013 - Brownian bridge is a process whose (almost surely) continuous paths join (0,0) and (1,0) (that's the explanation for the term bridge). For the ... stochastic processes - Brownian bridge distribution: $\sup_{a \leq u ... https://math.stackexchange.com/.../brownian-bridge-distribut... 5 Oct 2013 - Not a solution but... This is also supr⩽t⩽s|W(t)|/√t, or the square root of supr⩽t⩽sW(t)2/t, where W is a standard Brownian motion, r=a/(1−a) and .. |
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