# Simulation of diffusion bridge

### Description

Simulation of diffusion bridge.

### Usage

1 |

### Arguments

`x` |
initial value of the process at time |

`y` |
terminal value of the process at time |

`t0` |
initial time. |

`delta` |
time step of the simulation. |

`drift` |
drift coefficient: an expression of two variables |

`sigma` |
diffusion coefficient: an expression of two variables |

`T` |
final time. |

`...` |
passed to the |

### Details

The function returns a trajectory of the diffusion bridge
starting at `x`

at time `t0`

and
ending at `y`

at time `T`

.

The function uses the `sde.sim`

function to simulate the paths internally.
Refer to the `sde.sim`

documentation for further information about the
argument “`...`

”

### Value

`X` |
an invisible |

### Author(s)

Stefano Maria Iacus

### References

Bladt, M., Soerensen, M. (2007) Simple simulation of diffusion bridges with application to likelihood inference for diffusions, mimeo.

### See Also

`sde.sim`

, `BBridge`

### Examples

1 2 3 4 5 6 7 8 9 |

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