{"title":"关于广义布朗桥的一些结果","authors":"S. Hadiri, A. Sghir","doi":"10.1515/rose-2022-2082","DOIUrl":null,"url":null,"abstract":"Abstract The generalized Brownian bridge X a , b , T {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.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"30 1","pages":"197 - 204"},"PeriodicalIF":0.3000,"publicationDate":"2022-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Some results on the generalized Brownian bridge\",\"authors\":\"S. Hadiri, A. Sghir\",\"doi\":\"10.1515/rose-2022-2082\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract The generalized Brownian bridge X a , b , T {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.\",\"PeriodicalId\":43421,\"journal\":{\"name\":\"Random Operators and Stochastic Equations\",\"volume\":\"30 1\",\"pages\":\"197 - 204\"},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2022-08-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Random Operators and Stochastic Equations\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/rose-2022-2082\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2022-2082","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Abstract The generalized Brownian bridge X a , b , T {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.
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