Biased movement at a boundary and conditional occupancy times for diffusion processes

Journal of Applied Probability

Volumn 40, Issue 3, 2003, Pages 557-580

  Ovaskainen, Otso ^a   Cornell, Stephen J ^b  

^a UNIVERSITY OF HELSINKI   (Finland)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Bias at boundary; Conditional exit time; Conditional occupancy time; Diffusion approximation; Exit time; Hitting probability; Occupancy time; Random walk

Indexed keywords

EID: 0242592985     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1059060888     Document Type: Article

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