Skip to main content

BrownianBridgeProcess

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

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

BrownianBridgeProcess[t1,t2] represents the standard Brownian bridge process pinned at 0 at times t1 and t2.

BrownianBridgeProcess[] represents the standard Brownian bridge process pinned at 0 at time 0 and at time 1.

Please visit the official Wolfram Language Reference for more details and examples on core symbols.