On a Brownian motion conditioned to stay in an open set
UDC 519.21 Distribution of a Brownian motion conditioned to start from the boundary of an open set $G$ and to stay in $G$ for a finite period of time is studied. Characterizations of such distributions in terms of certain singular stochastic differential equations are obtained. Results are applied t...
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| Date: | 2020 |
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| Main Authors: | , , |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2020
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/6281 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |