Ou bridge

[Jonas-a-Zimmermann]

This implements the Ornstein Uhlenbeck Bridge as in https://arxiv.org/pdf/1011.0067.pdf%20page%2018.pdf

Furthermore there was some issues in the interpolate! function;

• Wh was calculated as W[i] and W[i-1] respectively (forward, backward) meaning it is the value of W at the end of a step. This is inconsistent with the way solve calls the bridges. (Where Wh corresponds to Wend-W0)
• the update of W conditioned on continous(W) was leading to wrong and inconsistent results compared to solve. The way the bridges are implemented are as a forward step, right?
• interpolate! calls the bridge at t=t_end. While I think no bridge uses t, for consistency with solve I changed it to t0

-- none of these changes broke any tests

If these changes are sense full, they should also be applied to Z I guess.

[mschauer]

Nice. Is this the "vector of 1d bridges" case or the multivariate case?

[Jonas-a-Zimmermann]

Vector of uncorrelated 1d bridges