布朗桥
标准布朗桥 是概率论中常见的一个研究对象。 它是一种连续时间上的随机过程， 在0和1处取值为0.
注意不要和布朗运动混淆。
布朗桥有时又被称为绑在0和1处的布朗运动（此处仅为意译）。
非标准的 布朗桥 只是在条件 ![\scriptstyle [B_{t_1}=a , B_{t_2}=b]](/uploads/202501/02/d46eaa671ea40e3d831b854be48e67c02446.png)
下一般化的布朗桥。
Brownian bridge
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Brownian bridge 布朗桥
A Brownian bridge is a continuous-time stochastic process B(t) whose probability distribution is the conditional probability distribution of a Wiener process W(t) (a mathematical model of Brownian motion) subject to the condition that W(1) = 0, so that the process is pinned at the origin at both t=0 and t=1. More precisely:
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