A parallel between Brownian bridges and Gamma bridges

被引：18
|
作者：
Émery, M
Yor, M
机构：
[1] IRMA, F-67084 Strasbourg, France
[2] Univ Paris 06, LPMA, F-75252 Paris 05, France
来源：
PUBLICATIONS OF THE RESEARCH INSTITUTE FOR MATHEMATICAL SCIENCES | 2004年 / 40卷 / 03期
关键词：
D O I：
10.2977/prims/1145475488
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Some properties of the Gamma bridges (obtained by conditioning the Gamma subordinator to take a given value at a given time) are investigated-, similarities with the Brownian bridges are emphasized.
引用
收藏
页码：669 / 688
页数：20
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