Article PDF
References
Chow, Y.S., Teicher, H.: Probability Theory. Berlin-Heidelberg-New York: Springer 1978
Chung, K.L.: Lectures from Brownian motion to Markov processes. Berlin-Heidelberg-New York: Springer 1982
Doob, J.L.: Conditional Brownian motion and the boundary limits of harmonic functions. Bull. Soc. Math. France 85, 431–458 (1957)
Getoor, R.K., Sharpe, M.J.: Last Exit Decompositions. Indiana Math. J. 23, 377–404 (1973)
Ito, K., McKean, H.P.: Diffusion Processes and their Sample Paths. Berlin-Heidelberg-New York: Springer 1974
Lamb, C.W.: A note on harmonic functions and martingales. Annals Math. Stat. 42, No. 6, 2044–2049 (1971)
Martin, R.S.: Minimal positive harmonic functions. Trans. Amer. Math. Soc. 49, 137–172 (1941)
Meyer, P.A., Smythe, R.T., Walsh, J.B.: Birth and Death of Markov processes. Proc. Sixth Berkeley Sympos. Math. Statist. and Probability Vol. III, 295–305, Univ. Calif. (1972)
Pittenger, A.O., Shih, C.T.: Coterminal families and the strong Markov property. Trans. Amer. Math. Soc. 182, 1–42 (1973)
Author information
Authors and Affiliations
Additional information
Supported in part by NSF grant MCS 82-03602
Rights and permissions
About this article
Cite this article
Cranston, M., McConnell, T.R. The lifetime of conditioned Brownian motion. Z. Wahrscheinlichkeitstheorie verw Gebiete 65, 1–11 (1983). https://doi.org/10.1007/BF00534989
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/BF00534989