Diffusions conditioned on occupation measures

DOI10.1063/1.4941384zbMath1335.60144arXiv1510.04893OpenAlexW3098550269MaRDI QIDQ2795578

Florian Angeletti, Hugo Touchette

Publication date: 21 March 2016

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

Full work available at URL: https://arxiv.org/abs/1510.04893

zbMATH Keywords

random walksstochastic differential equationschemical reactionsqueuesdiffusionsquasi-stationary distributionsoccupation measuresBrownian meander

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Diffusion processes (60J60) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Transition functions, generators and resolvents (60J35)

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