Bridge, Reverse Bridge, and Their Control

We investigate the bridge problem for stochastic processes, that is, we analyze the statistical properties of trajectories constrained to begin and terminate at a fixed position within a time interval <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="i...

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Bibliographic Details
Main Authors: Andrea Baldassarri, Andrea Puglisi
Format: Article
Language:English
Published: MDPI AG 2025-07-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/27/7/718
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