论文标题

在布朗尼动议上,有条件保持开放式套装

On a Brownian motion conditioned to stay in an open set

论文作者

Riabov, Georgii V.

论文摘要

研究了布朗尼运动的分布,该动议的条件是从开放式$ g $的边界开始的,并研究了有限时间的$ g $。从某些奇异随机微分方程方面对这种分布的表征进行了表征。结果适用于在$ \ mathbb {r}上的某些合并随机流中的簇边界的研究。$

Distribution of a Brownian motion conditioned to start from the boundary of an open set $G$ and to stay in $G$ for a finite period of time is studied. Characterizations of such distributions in terms of certain singular stochastic differential equations are obtained. Results are applied to the study of boundaries of clusters in some coalescing stochastic flows on $\mathbb{R}.$

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