A novel method and comparison of methods for constructing Markov bridges.

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Bibliographic Details
Title: A novel method and comparison of methods for constructing Markov bridges.
Authors: Baltazar-Larios, F.1 (AUTHOR) fernandobaltazar@ciencias.unam.mx, Esparza, Luz Judith R.2 (AUTHOR) judithr19@gmail.com
Source: Computational Statistics. Dec2025, Vol. 40 Issue 9, p4969-4990. 22p.
Database: Mathematics Source
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ISSN:09434062
DOI:10.1007/s00180-024-01594-y