On the minimum of a conditioned Brownian bridge


On the minimum of a conditioned Brownian bridge is a scholarly work, published in 2018 in ''Stochastic Models''. The main subjects of the publication include volatility, Brownian bridge, probabilistic logic, computer science, Brownian motion, mathematical optimization, chaos theory, applied mathematics, mathematics, Brownian excursion, statistical physics, and bridge. The authors study the law of the minimum of a Brownian bridge, conditioned to take specific values at specific points, and the law of the location of the minimum.

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