Special Session 23: 

Brownian motions, Brownian bridges and all that ...

Xue-Mei H Li
Imperial College London
England
Co-Author(s):    
Abstract:
Brownian bridges are conditioned Brownian motions. They are given an SDE with a singular drift obtained from the heat kernel. They provide a natural probability measure on the space of loops/pinned paths. Are there other natural probability measures on such spaces? We will discuss this and elementary examples.