@Tyokok
Hi, would anyone please explain a bit more what you mean by "generated the paths in reverse order" at 9:39? Many Thanks!
@wowZhenek
That was very freaking good, thank you very much
@pinakibhattacharyya7853
What should be the change of measure such that the original process ending at T ends at zero under the measure change?
@kdpr007
Hi Quantpie, thank you for the nice video. We could start this video till time line 9.04 min. At 9.04 min there is the ito process X (0)=..... and the third term being square root of a product of proportion of time differences. I am not clear how this term has been arrived. Can you please help me understand this concept. Else, kindly provide me pointers to an article or a book. Many thanks in advance.
@danielhughes2614
Hi quantpie, could this be solved using Ito's lemma and if so how would it differ?
@tag_of_frank
All the intuition is great, except you pulled the equation out of thin air. Where is the intuition behind the brownian bridge equation itself? How is the equation derived? Excellent video though.
@cheungyvescheung4800
excuse me, does integrating factor equal T/(T-t)?
@dr.merlot1532