Brownian motion conditioned to stay in a cone

DOI10.1215/kjm/1260975039zbMath1192.60091arXiv0811.4079OpenAlexW1521999818MaRDI QIDQ965071

Rodolphe Garbit

Publication date: 21 April 2010

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.4079

Mathematics Subject Classification ID

Brownian motion (60J65) Convergence of probability measures (60B10)

Related Items (8)

Invariance principles for random walks in cones ⋮ Bipolar orientations on planar maps and \(\mathrm{SLE}_{12}\) ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ A central limit theorem for two-dimensional random walks in a cone ⋮ Dyson Ferrari-Spohn diffusions and ordered walks under area tilts ⋮ On a Brownian motion conditioned to stay in an open set ⋮ Transience and Recurrence of Markov Processes with Constrained Local Time ⋮ Random walks in cones

This page was built for publication: Brownian motion conditioned to stay in a cone