Kristof Tabori·Apr 27, 2024Not Crossing the Line with Brownian BridgesArticle about the derivation of the probability that a general Brownian Bridge is not going over or fall below another level.
Kristof Tabori·Feb 17, 2024Bridging the Gap: An Introduction to Brownian Bridge SimulationsQuite a few people asked me after my first article on the topic of Brownian Bridges: how do you simulate the paths of a Brownian Motion…A response icon1A response icon1
Kristof Tabori·Jan 3, 2024Beyond the Basics: Two Approaches to Covariance in General Brownian BridgesI looked into how to derive the structure of the covariance function of the Brownian Bridges with arbitrary (> 0) start and end points in…
Kristof Tabori·Dec 11, 2023Between Certainty and Chance: Tracing the Probability Distribution of Paths of Brownian BridgesI’ve just rediscovered the Brownian Bridges. I find it rather intriguing that even if I fix the start and end points of a Brownian Motion…
