The lifetimes of conditioned diffusion processes

zbMath0703.60071MaRDI QIDQ916214

Ross G. Pinsky

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_1_87_0

zbMATH Keywords

diffusionlifetimeconditional gauge theorem

Mathematics Subject Classification ID

Diffusion processes (60J60)

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