Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
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Publication:4322045
DOI10.2307/3215316zbMath0818.60071OpenAlexW2320149647MaRDI QIDQ4322045
Servet Martínez, Jaime San Martín
Publication date: 20 March 1995
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1c714d1de7009b8c2112e36b741f4539e43a21a3
Bessel processBrownian motionquasi-stationary distributionquasi-invariant measuresprobability measure on Wiener space
Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Limit theorems in probability theory (60F99)
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