Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes

Author: Barczy Mátyás   Pap Gyula  

Publisher: Springer Publishing Company

ISSN: 0031-5303

Source: Periodica Mathematica Hungarica, Vol.50, Iss.1-2, 2005-08, pp. : 47-60

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract