2 papers
math.PR2005
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes
Matyas Barczy, Gyula Pap
First we give a construction of bridges derived from a general Markov process using only its transition densities. We give sufficient conditions for their existence and uniqueness…
math.OA2003
Linear maps on the space of all bounded observables preserving maximal deviation
L. Molnar, M. Barczy
In this paper we determine all the bijective linear maps on the space of bounded observables which preserve a fixed moment or the variance. Nonlinear versions of the corresponding…