On diffusions that cannot escape from a convex set

DOI10.1016/0167-7152(89)90127-2zbMATH Open0684.60059OpenAlexW2076784245MaRDI QIDQ1825527FDOQ1825527

Authors: A. Korzeniowski 

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90127-2

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zbMATH Keywords

large deviationsingular driftBrownian occupation measurestest for nonexplosion

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60)

Cites Work

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

Cited In (10)

• Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
• The stochastic reach-avoid problem and set characterization for diffusions
• 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
• Application of the Feynman-Kac path integral method in finding excited states of quantum systems
• Title not available (Why is that?)
• Conditioning diffusion processes with killing rates
• Conditioning two diffusion processes with respect to their first-encounter properties
• Brownian motion with negative drift and convex level sets in space-time
• Conditioning diffusion processes with respect to the local time at the origin

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