Doob's conditioned diffusions and their lifetimes

DOI10.1214/aop/1176991678zbMath0648.60079OpenAlexW2110278262MaRDI QIDQ1105287

Dante de Blassie

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aop/1176991678

zbMATH Keywords

Dirichlet-problemexterior cone-propertyI-function of Donsker and Varadhanstrictly elliptic generator

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Large deviations (60F10)

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