Brownian motion conditioned to spend limited time below a barrier

DOI10.1016/j.spa.2022.01.007zbMath1490.60223arXiv2104.06354OpenAlexW3154550144MaRDI QIDQ2668505

Frank Aurzada, Dominic T. Schickentanz

Publication date: 7 March 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.06354

zbMATH Keywords

Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Processes in random environments (60K37)

Related Items (1)

The speed of invasion in an advancing population

Cites Work

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