On diffusions that cannot escape from a convex set
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Cites work
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- scientific article; zbMATH DE number 3304501 (Why is no real title available?)
- An introduction to the theory of large deviations
- On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
Cited in
(10)- The stochastic reach-avoid problem and set characterization for diffusions
- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
- Brownian motion with negative drift and convex level sets in space-time
- Application of the Feynman-Kac path integral method in finding excited states of quantum systems
- Conditioning diffusion processes with killing rates
- Conditioning two diffusion processes with respect to their first-encounter properties
- Non-negative Feynman-Kac kernels in Schrödinger's interpolation problem
- Application of the Feynman-Kac path integral method in finding the ground state of quantum systems
- scientific article; zbMATH DE number 1536204 (Why is no real title available?)
- Conditioning diffusion processes with respect to the local time at the origin
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