Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case

DOI10.1214/17-EJP4468zbMath1359.60062arXiv1405.4439MaRDI QIDQ513064

Martin Kolb, Mladen Svetoslavov Savov

Publication date: 3 March 2017

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

Full work available at URL: https://arxiv.org/abs/1405.4439

zbMATH Keywords

Brownian motionlimit theorems for condititioned processesPoisson obstacles

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Biased random walk conditioned on survival among Bernoulli obstacles: subcritical phase ⋮ Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent ⋮ Transience and Recurrence of Markov Processes with Constrained Local Time

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