BrownianBridgeProcess

BrownianBridgeProcess[σ,{t1,a},{t2,b}]
represents the Brownian bridge process from value a at time to value b at time with volatility σ.

BrownianBridgeProcess[{t1,a},{t2,b}]
represents the standard Brownian bridge process from value a at time to value b at time .

BrownianBridgeProcess[t1,t2]
represents the standard Brownian bridge process pinned at at times and .

BrownianBridgeProcess[]
represents the standard Brownian bridge process pinned at at time and at time .

DetailsDetails

Introduced in 2012
(9.0)