Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes

Mátyás Barczy, Gyula Pap. Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Periodica Mathematica Hungarica, 50(1-2):47-60, 2005. [doi]

Abstract

Abstract is missing.