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AlexArvanitakis
AlexArvanitakis
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Well, Brownian motion on $R^n$ is a diffusion process; that is, the coefficients of the SDE of which Brownian motion is a solution are time-independent, and I think that this is also the case for generalizationsgeneralisations of Brownian motion. However, the SDE solved by a Brownian bridge is time dependent, so I would think that the Brownian bridge is a different kind of object.

Well, Brownian motion on $R^n$ is a diffusion process; that is, the coefficients of the SDE of which Brownian motion is a solution are time-independent, and I think that this is also the case for generalizations of Brownian motion. However, the SDE solved by a Brownian bridge is time dependent, so I would think that the Brownian bridge is a different kind of object.

Well, Brownian motion on $R^n$ is a diffusion process; that is, the coefficients of the SDE of which Brownian motion is a solution are time-independent, and I think that this is also the case for generalisations of Brownian motion. However, the SDE solved by a Brownian bridge is time dependent, so I would think that the Brownian bridge is a different kind of object.

Added the bit about "generalizations of Brownian motion"
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AlexArvanitakis
AlexArvanitakis
  • 784
  • 8
  • 14

Well, Brownian motion on $R^n$ is a diffusion process; that is, the coefficients of the SDE of which Brownian motion is a solution are time-independent, and I think that this is also the case for generalizations of Brownian motion. However, the SDE solved by a Brownian bridge is time dependent, so I would think that the Brownian bridge is a different kind of object.

Well, Brownian motion on $R^n$ is a diffusion process; that is, the coefficients of the SDE of which Brownian motion is a solution are time-independent. However, the SDE solved by a Brownian bridge is time dependent, so I would think that the Brownian bridge is a different kind of object.

Well, Brownian motion on $R^n$ is a diffusion process; that is, the coefficients of the SDE of which Brownian motion is a solution are time-independent, and I think that this is also the case for generalizations of Brownian motion. However, the SDE solved by a Brownian bridge is time dependent, so I would think that the Brownian bridge is a different kind of object.

Source Link
AlexArvanitakis
AlexArvanitakis
  • 784
  • 8
  • 14

Well, Brownian motion on $R^n$ is a diffusion process; that is, the coefficients of the SDE of which Brownian motion is a solution are time-independent. However, the SDE solved by a Brownian bridge is time dependent, so I would think that the Brownian bridge is a different kind of object.