On diffusions that cannot escape from a convex set

DOI10.1016/0167-7152(89)90127-2zbMath0684.60059OpenAlexW2076784245MaRDI QIDQ1825527

Andrzej 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

zbMATH Keywords

large deviationsingular driftBrownian occupation measurestest for nonexplosion

Mathematics Subject Classification ID

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

Related Items (7)

Application of the Feynman-Kac path integral method in finding excited states of quantum systems ⋮ Conditioning diffusion processes with killing rates ⋮ Conditioning two diffusion processes with respect to their first-encounter properties ⋮ Conditioning diffusion processes with respect to the local time at the origin ⋮ Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes ⋮ 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

Cites Work

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• On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
• An introduction to the theory of large deviations

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