On a Brownian Motion Conditioned to Stay in an Open Set
نویسندگان
چکیده
We study the distribution of a Brownian motion conditioned to start from boundary an open set G and stay in for finite period time. The characterizations distributions this kind terms certain singular stochastic differential equations are obtained. accumulated results applied boundaries clusters some coalescing flows on ℝ.
منابع مشابه
Integrated Brownian Motion, Conditioned to Be Positive
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ژورنال
عنوان ژورنال: Ukrainian Mathematical Journal
سال: 2021
ISSN: ['0041-5995', '1573-9376']
DOI: https://doi.org/10.1007/s11253-021-01866-6