Limit laws for Brownian motion conditioned to reach a high level
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Publication:1210274
DOI10.1016/0167-7152(93)90188-OzbMath0769.60075MaRDI QIDQ1210274
Michael J. Klass, Jim W. Pitman
Publication date: 24 May 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Brownian motion; functional limit theorem; asymptotic behaviour of the conditioned path; renormalisation of space and time
60J65: Brownian motion
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