Conditioning a reflected one-dimensional diffusion via its canonical decomposition

DOI10.1007/BF01047576zbMath0773.60074OpenAlexW2090590568MaRDI QIDQ1210342

Jean Bertoin

Publication date: 25 October 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01047576

zbMATH Keywords

Brownian motionone-dimensional diffusion processpath decompositionpathwise constructionzero-energy additive functional

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

Cites Work

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• Wiener-Hopf factorisation of Brownian motion
• An extension of Pitman's theorem for spectrally positive Lévy processes
• A path decomposition for Markov processes
• Some aspects of Wiener-Hopf factorization
• How does a reflected one-dimensional diffusion bounce back?
• Fluctuation theory in continuous time
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• One-dimensional Brownian motion and the three-dimensional Bessel process

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