On a Brownian motion conditioned to stay in an open set

DOI10.1007/s11253-021-01866-6zbMath1480.60252arXiv2010.00260OpenAlexW3100902247MaRDI QIDQ2026653

G. V. Riabov

Publication date: 20 May 2021

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.00260

zbMATH Keywords

SDEconditioned Brownian motionopen set

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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