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Mohammed Louriki: Bridges with random length: Gaussian-Markovian case

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Föreläsare/Lecturer

Mohammed Louriki

Titel/Title

Bridges with random length: Gaussian-Markovian case

Sammanfattning/Abstract

We introduce and study Gaussian bridges with random length with special emphasis to the Markov property. We prove that if the starting process is Markov then this property was kept by the bridge with respect to the usual augmentation of its natural filtration. This leads us to conclude that the completed natural filtration of the bridge satisfies the usual conditions of right-continuity and completeness.

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