The structure of the conventional process \(w_ s\) with the diffraction at an angle under the condition of the transfer from the point x to the point y during small time period t (Q750014)

Let D be an angle in \(R^ 2\). Consider arbitrary points x,y in the complement of D such that the segment x,y intersects D and x,y situate in the deep shade of D. Furthermore, let \(w_ t\) be the Wiener process in \(R^ 2\). The conditional Wiener process \(\hat w_ s\) is considered for conditions \(w(0)=x\), \(w(t)=y\), and \(t\to 0\). This process is of use for studying the transition of \(w_ t\) from x to y for the short time t without crossing D. It is proven that this conditional process \(\hat w_ s\), \(0\leq s\leq t\), has Gaussian finite-dimensional distributions which are degenerated at the vertex of the angle. The result for \(R^ 3\) is also formulated.