Generalized Gaussian bridges
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2014/09/01
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Indian UGC (journal)
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Refrences26
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Citations22
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Tommi Sottinen
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Adil Yazigi ORCID (unauthenticated)
Cite
Sottinen, Tommi, and Adil Yazigi. “Generalized Gaussian Bridges”. Stochastic Processes and Their Applications, vol. 124, no. 9, 2014, pp. 3084-05, https://doi.org/10.1016/j.spa.2014.04.002.
Sottinen, T., & Yazigi, A. (2014). Generalized Gaussian bridges. Stochastic Processes and Their Applications, 124(9), 3084-3105. https://doi.org/10.1016/j.spa.2014.04.002
Sottinen, Tommi, and Adil Yazigi. “Generalized Gaussian Bridges”. Stochastic Processes and Their Applications 124, no. 9 (2014): 3084-3105. https://doi.org/10.1016/j.spa.2014.04.002.
Sottinen T, Yazigi A. Generalized Gaussian bridges. Stochastic Processes and their Applications. 2014;124(9):3084-105.
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
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Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Partial functional quantization and generalized bridges | 2014 | |||
| Lévy random bridges and the modelling of financial information | Stochastic Processes and their Applications |
| 44 | 2011 |
| Dynamic Markov bridges motivated by models of insider trading | Stochastic Processes and their Applications |
| 20 | 2011 |
| Markovian bridges: weak continuity and pathwise constructions | The Annals of Probability |
| 2011 | |
| On the Equivalence of Multiparameter Gaussian Processes | Journal of Theoretical Probability |
| 8 | 2006 |
Refrences Analysis
The category
Science: Mathematics 13
is the most frequently represented among the references in this article. It primarily includes studies from Stochastic Processes and their Applications The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Prediction of Gaussian Volterra processes with compound Poisson jumps | Statistics & Probability Letters |
| 2024 | |
| Variability of paths and differential equations with BV-coefficients | Annales de l'Institut Henri Poincaré, Probabilités et Statistiques |
| 2023 | |
From Irrevocably Modulated Filtrations to Dynamical Equations Over Random Networks | Journal of Theoretical Probability |
| 2022 | |
Interpolating Strange Attractors via Fractional Brownian Bridges | Entropy |
| 2 | 2022 |
Generating stochastic trajectories with global dynamical constraints | Journal of Statistical Mechanics: Theory and Experiment |
| 8 | 2021 |
Citations Analysis
The category
Science: Mathematics 15
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Nonequilibrium Markov Processes Conditioned on Large Deviations and was published in 2014. The most recent citation comes from a 2024 study titled Prediction of Gaussian Volterra processes with compound Poisson jumps. This article reached its peak citation in 2020, with 6 citations. It has been cited in 18 different journals, 16% of which are open access. Among related journals, the Statistics & Probability Letters cited this research the most, with 3 citations. The chart below illustrates the annual citation trends for this article.