Brownian motion with negative drift and convex level sets in space-time

DOI10.1007/BF01312218zbMath0697.60079MaRDI QIDQ911165

Christer Borell

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

diffusion equationconvex level setsBrownian exponential martingale

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Brownian motion in a convex ring and quasi-concavity

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