LI Zenghu, . A CONDITIONAL LAW OF SUPER ABSORBING BARRIER BROWNIAN MOTION[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(1): 77-82.
Citation: LI Zenghu, . A CONDITIONAL LAW OF SUPER ABSORBING BARRIER BROWNIAN MOTION[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(1): 77-82.
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A CONDITIONAL LAW OF SUPER ABSORBING BARRIER BROWNIAN MOTION

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  • We give the characterization of a conditional law of super absorbing barrier Brownian motion in terms of solution to the initial value problem of a parabolic differential equation.
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