Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption

DOI10.1214/aop/1176988185zbMath0867.60046MaRDI QIDQ1902953

Servet Martínez, Jaime San Martín, Pierre Collet

Publication date: 4 August 1997

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988185

zbMATH Keywords

absorption; \(h\)-processes; one-dimensional diffusions

Mathematics Subject Classification ID

60J60: Diffusion processes

60F99: Limit theorems in probability theory

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