Doob's Conditioned Diffusions and their Lifetimes

• 1 July 1988
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 16  (3) , 1063-1083
• https://doi.org/10.1214/aop/1176991678

Abstract

Keywords

• BROWNIAN MOTION
• EXPONENTIAL DECAY
• LARGE DEVIATIONS