Pinned Diffusions and Markov Bridges

Link:
Autor/in:
Erscheinungsjahr:
2020
Medientyp:
Text
Schlagworte:
  • Log-Sobolev Inequality
  • Hypercontractivity
  • Integration by Parts Formula
  • Stochastic Differential Equations
  • Fractional Brownian Motion
  • Random Walk
  • Log-Sobolev Inequality
  • Hypercontractivity
  • Integration by Parts Formula
  • Stochastic Differential Equations
  • Fractional Brownian Motion
  • Random Walk
Lizenz:
  • info:eu-repo/semantics/restrictedAccess
Quellsystem:
Forschungsinformationssystem der UHH
Interne Metadaten
Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/a515ff93-eb82-4b9f-9259-6b42da725795