ON WEAK CONVERGENCE OF CONDITIONAL SURVIVAL MEASURE OF ONE-DIMENSIONAL BROWNIAN MOTION WITH A DRIFT
成果类型：
Article
署名作者：
Povel, Tobias
署名单位：
Swiss Federal Institutes of Technology Domain; ETH Zurich
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177004837
发表日期：
1995
页码：
222-238
关键词：
摘要：
We consider a one-dimensional Brownian motion with a constant drift, moving among Poissonian obstacles. In the case where the drift is below some critical value we characterize the limiting distribution of the process under the conditional probability measure that the particle has survived up to time t. Unlike the situation where the drift equals zero, we show in particular that in the presence of a constant drift, the process in natural scale feels the boundary.
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