On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
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Publication:1059932
DOI10.1214/aop/1176992996zbMath0567.60076OpenAlexW1973485566MaRDI QIDQ1059932
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992996
conditioned diffusion processeslarge deviation theory of Donsker and Varadhanpositive-recurrent diffusion
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