ThmDex – An index of mathematical definitions, results, and conjectures.
▼ Set of symbols
▼ Alphabet
▼ Deduction system
▼ Theory
▼ Zermelo-Fraenkel set theory
▼ Set
▼ Subset
▼ Power set
▼ Hyperpower set sequence
▼ Hyperpower set
▼ Hypersubset
▼ Subset algebra
▼ Subset structure
▼ Topological space
▼ Continuous map
▼ Continuous function
▼ Right-continuous function
▼ Almost surely right-continuous random function
▼ Cadlag random function
▼ Lévy process
▼ Standard real Wiener process
▼ Real Wiener process
▼ Real brownian bridge process
Definition D4057
Standard real brownian bridge process
Formulation 2
Let $\mathcal{B}(\mathbb{R})$ be the D5315: Standard real borel sigma-algebra.
Let $\{ W_t \}_{t \in [0, \infty)}$ be a D3658: Standard real Wiener process.
A D5076: Random real process $B : [0, 1] \to \text{Random}(\Omega \to \mathbb{R})$ is a standard real brownian bridge process if and only if \begin{equation} \forall \, t \in [0, 1] : \forall \, E \in \mathcal{B}(\mathbb{R}) : \mathbb{P}(B_t \in E) = \mathbb{P}(W_t \in E \mid W_1 = 0) \end{equation}