On a Brownian motion conditioned to stay in an open set

• Datum: 2020
• Hauptverfasser: Riabov, G. V., Рябов, Георгий Валентинович, Riabov , G. V.
• Format: Artikel
• Sprache: Ukrainisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2020
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/6281
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...