论文标题

两条曲线之间布朗房屋移动的构建和样品路径特性

Construction and sample path properties of Brownian house-moving between two curves

论文作者

Ishitani, Kensuke, Hatakenaka, Daisuke, Suzuki, Keisuke

论文摘要

这项研究旨在构建一个称为“布朗式房屋移动”的随机过程,该过程是布朗桥,有条件保持在两条曲线之间。为了构建这一过程,准备了条件布朗尼运动,条件布朗桥和条件三维贝塞尔桥的弱收敛性的陈述。此外,还研究了布朗家庭移动的样本路径特性。

This study aims to construct a stochastic process called "Brownian house-moving," which is a Brownian bridge conditioned to stay between two curves. To construct this process, statements are prepared on the weak convergence of conditioned Brownian motions, conditioned Brownian bridges, and conditioned three-dimensional Bessel bridges. Moreover, the sample path properties of Brownian house-moving are studied as well.

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