2 problems

Let $A,\widetilde A\in\mathbb{R}^{d\times d}$ and let $\Sigma\in\mathbb{R}^{d\times m}$ and $\widetilde\Sigma\in\mathbb{R}^{d\times\widetilde m}$ have full rank $d$. Assume that th…

Let $A$ be the scaling matrix, let $\bigl(M^{(i)}_t\bigr)_{t\nin[0,T)}$ denote the martingales arising in the bridge construction, and let $operatorname{ReSpec}(A)$ be the set of…