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