Rate of escape of conditioned Brownian motion

DOI10.1214/21-EJP737zbMath1492.60270MaRDI QIDQ2119679

Publication date: 30 March 2022

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

Bessel process Brownian motion conditioning transience random difference equation regeneration autoregressive process Wiener moustache upper-class and lower-class

Mathematics Subject Classification ID

Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Sample path properties (60G17)

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