# Search results for: Mátyás Barczy

Lithuanian Mathematical Journal > 2018 > 58 > 4 > 341-359

*B*

_{t})

_{t ∈ [0, 1]}is a standardWiener process, and

*g*: [0, 1] →

*ℝ*is a twice continuously differentiable function with

*g*(0) = 0 and ∫01g'u2du=1 $$ {\int}_0^1{\left(g\hbox{'}(u)\right)}^2\mathrm{d}u=1 $$. This process is an important limit...

Journal of Statistical Theory and Practice > 2019 > 13 > 1 > 1-25

Journal of Mathematical Analysis and Applications > 2017 > 451 > 1 > 524-543

Journal of Theoretical Probability > 2016 > 29 > 3 > 958-995

Lithuanian Mathematical Journal > 2016 > 56 > 1 > 1-15

Journal of Multivariate Analysis > 2015 > 139 > Complete > 92-123

Aequationes mathematicae > 2015 > 89 > 6 > 1485-1507

Scandinavian Journal of Statistics > 41 > 4 > 866 - 892

Statistical Papers > 2012 > 53 > 4 > 935-949

Open Mathematics > 2011 > 9 > 1 > 65-84

Central European Journal of Mathematics > 2011 > 9 > 1 > 65-84

*X*

_{ t }

^{(α)})

_{ t∈[0,T)}given by the stochastic differential equation $$ dX_t^{(\alpha )} = - \frac{\alpha } {{T - t}}X_t^{(\alpha )} dt + dB_t ,t \in [0,T) $$ , with the initial condition

*X*

_{0}

^{(α)}= 0, where

*α*> 0,

*T*∈ (0, ∞), and (

*B*

_{ t })

*t*≥0 is a standard Wiener process. This process is called an

*α*-Wiener bridge or a scaled Brownian bridge, and...

Statistics and Probability Letters > 2006 > 76 > 17 > 1831-1835

Annales de l'Institut Henri Poincare / Probabilites et statistiques > 2006 > 42 > 5 > 607-633

Periodica Mathematica Hungarica > 2005 > 50 > 1-2 > 47-60