2 papers
math.PR2026
Bridge-Type Processes Associated with Lévy Processes and Their Decompositions
Mohamed Erraoui, Astrid Hilbert, Mohammed Louriki
We study a class of stochastic bridge-type processes whose terminal pinning value is random and is generated by an underlying stochastic process. In contrast with classical bridges…
math.PR2025
McKean-Vlasov processes of bridge type
Wolfgang Bock, Astrid Hilbert, Mohammed Louriki
In this paper, we introduce and study McKean-Vlasov processes of bridge type. Specifically, we examine a stochastic differential equation (SDE) of the form: $$\mathrm{d} ξ_t=-μ(t…