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Author Ferrari, Patrik L. ♦ Spohn, Herbert
Source Project Euclid
Content type Text
File Format PDF
Subject Domain (in DDC) Natural sciences & mathematics ♦ Mathematics
Subject Keyword Diffusion processes (60J60) ♦ Brownian motion (60J65)
Description Conditioned Brownian bridge limiting diffusion process
Learning Resource Type Article
Publisher Date 2005-01-01
Journal Ann. Probab.
Volume Number 33
Issue Number 4
Page Count 24
Starting Page 1302
Ending Page 1325