Conditioning a reflected one-dimensional diffusion via its canonical decomposition
From MaRDI portal
Publication:1210342
DOI10.1007/BF01047576zbMath0773.60074MaRDI QIDQ1210342
Publication date: 25 October 1993
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Brownian motion; one-dimensional diffusion process; path decomposition; pathwise construction; zero-energy additive functional
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Wiener-Hopf factorisation of Brownian motion
- An extension of Pitman's theorem for spectrally positive Lévy processes
- A path decomposition for Markov processes
- Some aspects of Wiener-Hopf factorization
- How does a reflected one-dimensional diffusion bounce back?
- Fluctuation theory in continuous time
- Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
- One-dimensional Brownian motion and the three-dimensional Bessel process