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Original Articles

Convergence of the normalized one-dimensional wiener sausage path measures to a mixture of brownian taboo processes

Pages 171-183 | Received 02 Dec 1988, Published online: 04 Apr 2007

References

  • Billingsley , Patrick. 1968 . Convergence of Probability Measures , John Wiley & Sons .
  • Bolthausen , E. and Schmock , U. 1989 . On the maximum entropy principle for uniformly ergodic Markovchains . to appear in Stock Proc. Appl ,
  • Donsker , M. D. and Varadhan , S. R. S. 1975 . Asymptotics for the Wiener sausage . Comm. Pure. Appl. Math , 28 : 525 – 565 .
  • Ethier , Stewart N. and Kurtz , Thomas G. 1986 . Markov Processes, Characterization and Convergence , John Wiley & Sons .
  • Knight , Frank B. 1969 . Brownian local times and taboo processes . Trans. Amer. Math. Soc , 143 : 173 – 185 .
  • Pinsky , Ross G. 1985 . On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes . Ann. Prob , 13 : 363 – 378 .
  • Port , Sidney C. and Stone , Charles J. 1978 . Brownian Motion and Classical Potential Theory , Academic Press .

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