Phase transition for absorbed Brownian motion with drift

DOI10.1007/BF02180205zbMath0920.60094OpenAlexW1973561293MaRDI QIDQ1285199

Servet Martínez, Pablo A. Ferrari, Jaime San Martín

Publication date: 24 August 1999

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02180205

zbMATH Keywords

absorbed Brownian motionquasistationary distributionsconditioned Brownian motion with drift

Mathematics Subject Classification ID

Brownian motion (60J65) Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (1)

Quasi-stationary regime of a branching random walk in presence of an absorbing wall

Cites Work

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• Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
• QUASI‐STATIONARY BEHAVIOUR IN THE RANDOM WALK WITH CONTINUOUS TIME
• A Useful Convergence Theorem for Probability Distributions

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