Conditional brownian motion and the boundary limits of harmonic functions
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Cites work
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Cited in
(only showing first 100 items - show all)- Entrance laws for Feller diffusions on (0,infinity) and Doob's h-path transformation
- An application of fine potential theory to prove a Phragmen-Lindelöf theorem
- Projection theorems for hitting probabilities and a theorem of Littlewood
- Le problème de Dirichlet pour l'opérateur de Schrödinger
- The lifetime of conditioned Brownian motion in certain Lipschitz domains
- A measure-theoretic boundary limit theorem
- Green function for Schrödinger operator and conditioned Feynman-Kac gauge
- Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- Killed diffusions and their conditioning
- A stochastic approach to quasi-everywhere boundary convergence of harmonic functions
- Conditional transformation of drift formula and potential theory for \(\Delta +b(\cdot)\cdot \nabla\)
- The h-path distribution of the lifetime of conditioned Brownian motion for non-smooth domains
- Extension d'un théorème de Carleman
- Aspects of probabilistic Littlewood-Paley theory
- Différentiabilité fine, différentiabilité stochastique, différentiabilité stochastique de fonctions finement harmoniques
- Différentiabilité stochastique des fonctions finement harmoniques
- Positivity for a strongly coupled elliptic system by Green function estimates
- Path transformations for local times of one-dimensional diffusions
- Fluctuations of bridges, reciprocal characteristics and concentration of measure
- Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
- Exact and efficient sampling of conditioned walks
- Harmonic Dirichlet functions on planar graphs
- Invasion probabilities, hitting times, and some fluctuation theory for the stochastic logistic process
- Crossing estimates and convergence of Dirichlet functions along random walk and diffusion paths
- The Poisson kernel of positively curved manifolds
- Relative densities of semimartingales
- Minorantes harmoniques et potentiels - localisation sur une famille de temps d'arret - reduite forte
- Existence of the harmonic measure for random walks on graphs and in random environments
- Regularity of Schrödinger's functional equation in the weak topology and moment measures
- Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
- Non-intersecting Brownian bridges in the flat-to-flat geometry
- More on the long time stability of Feynman-Kac semigroups
- Minkowski content of Brownian cut points
- The Doob-McKean identity for stable Lévy processes
- Feynman-Kac formula under a finite entropy condition
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Geometry, dynamics and spectrum of operators on discrete spaces. Abstracts from the workshop held January 3--9, 2021 (online meeting)
- Non-empirical weighted Langevin mechanics for the potential escape problem: parallel algorithm and application to the argon clusters
- Boundary estimates for a degenerate parabolic equation with partial Dirichlet boundary conditions
- The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
- Lumpings of algebraic Markov chains arise from subquotients
- Exact simulation of conditioned Wright-Fisher models
- Reciprocal classes of random walks on graphs
- Efficient importance sampling for binary contingency tables
- Extreme harmonic functions and boundary value problems
- A Fatou theorem for \(F\)-harmonic functions
- On Kelvin transformation
- Filtration shrinkage, strict local martingales and the Föllmer measure
- \({\mathcal H}^ p\)-spaces of harmonic functions
- Probability and a Dirichlet problem for multiply superharmonic functions
- Boundary approach filters for analytic functions
- Boundary behavior of harmonic functions in a half-space and Brownian motion
- Théoreme de Fatou et frontière de Martin
- Fatou's Theorem for censored stable processes.
- Boundary properties of functions with finite Dirichlet integrals
- Brownian motion conditioned to spend limited time below a barrier
- Design of biased random walks on a graph with application to collaborative recommendation
- Distribution of the time to explosion for one-dimensional diffusions
- Data-driven method to learn the most probable transition pathway and stochastic differential equation
- On inversions and Doob h-transforms of linear diffusions
- h-Transforms and Orthogonal Polynomials
- Theorie du Potentiel sur les Graphes et les Varietes
- Variational and optimal control representations of conditioned and driven processes
- Inequivalence of nonequilibrium path ensembles: the example of stochastic bridges
- Effective Langevin equations for constrained stochastic processes
- Record statistics for random walk bridges
- Constrained Brownian processes and constrained Brownian bridges
- Fine and Nontangential Convergence on an NTA Domain
- Spectral gap for the growth-fragmentation equation via Harris's theorem
- On the lifetime of a conditioned Brownian motion in domains connected through small gaps
- On Fourier Multiplier Transformations of Banach-Valued Functions
- Lifetime of conditioned Brownian motion in Lipschitz domains
- A Martin Boundary in the Plane
- Brownian Excursions from Hyperplanes and Smooth Surfaces
- A survey of the Schrödinger problem and some of its connections with optimal transport
- A decomposition of Bessel Bridges
- Brownian Motion with Partial Information
- Feynman-Kac functionals and positive solutions of 1/2?u+qu=0
- Sample functions at a last exit time
- Germ sigma fields and the natural state space of a Markov process
- Zero-One Laws and the Minimum of a Markov Process
- Positive Harmonic Functions Vanishing on the Boundary for the Laplacian in Unbounded Horn-Shaped Domains
- scientific article; zbMATH DE number 1106853 (Why is no real title available?)
- Reciprocal processes. A measure-theoretical point of view
- Potential theory for the Schrödinger equation
- Invariant ?-fields for a class of diffusions
- The lifetime of conditioned Brownian motion
- Nonequilibrium Markov processes conditioned on large deviations
- Generating stochastic trajectories with global dynamical constraints
- Conditioning diffusion processes with killing rates
- Conditioning diffusion processes with respect to the local time at the origin
- Transport properties of diffusive particles conditioned to survive in trapping environments
- Integral functionals under the excursion measure
- The Girsanov theorem without (so much) stochastic analysis
- Sampling rare events across dynamical phase transitions
- Constraint Ornstein-Uhlenbeck bridges
- Harmonic functions on hyperbolic graphs
- Potential Theoretic Analysis of a Certain Integral Equation
- Feine Topologie am Martinrand eines Standardprozesses
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