Conditional brownian motion and the boundary limits of harmonic functions
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Cites work
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Cited in
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- Invariant ?-fields for a class of diffusions
- Effective Langevin equations for constrained stochastic processes
- Constrained Brownian processes and constrained Brownian bridges
- Relative densities of semimartingales
- Distribution of the time to explosion for one-dimensional diffusions
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Différentiabilité fine, différentiabilité stochastique, différentiabilité stochastique de fonctions finement harmoniques
- Design of biased random walks on a graph with application to collaborative recommendation
- A Martin Boundary in the Plane
- On the lifetime of a conditioned Brownian motion in domains connected through small gaps
- A stochastic approach to quasi-everywhere boundary convergence of harmonic functions
- Sampling rare events across dynamical phase transitions
- Existence of the harmonic measure for random walks on graphs and in random environments
- Probability and a Dirichlet problem for multiply superharmonic functions
- Lumpings of algebraic Markov chains arise from subquotients
- The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation
- Harmonic Dirichlet functions on planar graphs
- Path transformations for local times of one-dimensional diffusions
- Différentiabilité stochastique des fonctions finement harmoniques
- Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion
- Integral functionals under the excursion measure
- Crossing estimates and convergence of Dirichlet functions along random walk and diffusion paths
- Fluctuations of bridges, reciprocal characteristics and concentration of measure
- Boundary estimates for a degenerate parabolic equation with partial Dirichlet boundary conditions
- Brownian Excursions from Hyperplanes and Smooth Surfaces
- Feine Topologie am Martinrand eines Standardprozesses
- Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges
- \({\mathcal H}^ p\)-spaces of harmonic functions
- Brownian motion in self-similar domains
- Nontangential and probabilistic boundary behavior of pluriharmonic functions
- Spectral gap for the growth-fragmentation equation via Harris's theorem
- On decomposition of the last passage time of diffusions
- Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
- Loewner chains and evolution families on parallel slit half-planes
- Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
- Green function for Schrödinger operator and conditioned Feynman-Kac gauge
- Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
- Extreme harmonic functions and boundary value problems
- Theorie du Potentiel sur les Graphes et les Varietes
- Geometry, dynamics and spectrum of operators on discrete spaces. Abstracts from the workshop held January 3--9, 2021 (online meeting)
- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
- Brownian motion conditioned to spend limited time below a barrier
- The h-path distribution of the lifetime of conditioned Brownian motion for non-smooth domains
- Non-intersecting Brownian bridges in the flat-to-flat geometry
- On the spine of the two-particle Fleming-Viot process driven by Brownian motion
- An Inequality for the Distribution of the Brownian Gradient Function
- Sample functions at a last exit time
- Harmonic functions on hyperbolic graphs
- On Kelvin transformation
- Conditional transformation of drift formula and potential theory for \(\Delta +b(\cdot)\cdot \nabla\)
- Transport properties of diffusive particles conditioned to survive in trapping environments
- A Fatou theorem for \(F\)-harmonic functions
- Inequivalence of nonequilibrium path ensembles: the example of stochastic bridges
- Record statistics for random walk bridges
- Positive Harmonic Functions Vanishing on the Boundary for the Laplacian in Unbounded Horn-Shaped Domains
- Markov spin models for image generation: explicit large deviations with respect to the number of pixels
- scientific article; zbMATH DE number 1106853 (Why is no real title available?)
- Feynman-Kac functionals and positive solutions of 1/2?u+qu=0
- Brownian Motion with Partial Information
- A survey of the Schrödinger problem and some of its connections with optimal transport
- Generating stochastic trajectories with global dynamical constraints
- Brownian motion with partial resetting conditioned to stay positive
- Invasion probabilities, hitting times, and some fluctuation theory for the stochastic logistic process
- The Douglas formula in \(L^p\)
- A non-probabilistic proof of the relative Fatou theorem
- Reciprocal processes. A measure-theoretical point of view
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- Lifetime of conditioned Brownian motion in Lipschitz domains
- h-Transforms and Orthogonal Polynomials
- Non-empirical weighted Langevin mechanics for the potential escape problem: parallel algorithm and application to the argon clusters
- Fine and Nontangential Convergence on an NTA Domain
- The exit measure of a supermartingale
- Neural Shrödinger bridge matching for pansharpening
- Extension d'un théorème de Carleman
- The Poisson kernel of positively curved manifolds
- Constraint Ornstein-Uhlenbeck bridges
- Variational and optimal control representations of conditioned and driven processes
- A decomposition of Bessel Bridges
- Boundary behavior of harmonic functions in a half-space and Brownian motion
- Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes
- Asymptotic of the running maximum distribution of a Gaussian Bridge
- A comparison of dynamical fluctuations of biased diffusion and run-and-tumble dynamics in one dimension
- Generating constrained run-and-tumble trajectories
- Feynman-Kac formula under a finite entropy condition
- First-passage time distribution of a Brownian motion: two unexpected journeys
- Conditioning diffusion processes with killing rates
- Zero-One Laws and the Minimum of a Markov Process
- Two-dimensional Brownian random interlacements
- The lifetime of conditioned Brownian motion in certain Lipschitz domains
- Data-driven method to learn the most probable transition pathway and stochastic differential equation
- The Girsanov theorem without (so much) stochastic analysis
- More on the long time stability of Feynman-Kac semigroups
- On inversions and Doob h-transforms of linear diffusions
- Fatou's Theorem for censored stable processes.
- The lifetime of conditioned Brownian motion
- Nonequilibrium Markov processes conditioned on large deviations
- Some martingale inequalities with applications to harmonic analysis
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