Conditioning a reflected one-dimensional diffusion via its canonical decomposition

DOI10.1007/BF01047576MaRDI QIDQ1210342zbMATH OpenOpenAlexFDO

Authors Jean Bertoin

Publication date 25 October 1993

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01047576

zbMATH Keywords

Brownian motionpath decompositionone-dimensional diffusion processpathwise constructionzero-energy additive functional

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Boundary theory for Markov processes (60J50)

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Cites work

• scientific article; zbMATH DE number 4020069 (Why is no real title available?)
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• A path decomposition for Markov processes
• An extension of Pitman's theorem for spectrally positive Lévy processes
• Fluctuation theory in continuous time
• How does a reflected one-dimensional diffusion bounce back?
• One-dimensional Brownian motion and the three-dimensional Bessel process
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Some aspects of Wiener-Hopf factorization
• Wiener-Hopf factorisation of Brownian motion

Cited in

(6)

• Path transformations for local times of one-dimensional diffusions
• scientific article; zbMATH DE number 140557 (Why is no real title available?)
• How does a reflected one-dimensional diffusion bounce back?
• Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption
• Transience and recurrence of a Brownian path with limited local time
• Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption

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